+245.1%
ICE vs ASX
+847.6%
-602.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.6% | -7.6% | +0.1% |
| 7D | +1.0% | -12.3% | +13.3% | +2.1% |
| 30D | +11.4% | -26.0% | +37.4% | +14.3% |
| 3M | +16.2% | -8.1% | +24.3% | +15.7% |
| 6M | +12.5% | +1.4% | +11.1% | +8.5% |
| YTD | +8.6% | +115.6% | -107.0% | -7.9% |
| 1Y | +18.4% | +128.0% | -109.7% | -0.7% |
| 3Y | +66.4% | +371.4% | -305.0% | +18.0% |
| 5Y | +37.2% | +469.4% | -432.2% | -8.7% |
| All | +245.1% | +847.6% | -602.6% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ASX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling