+217.4%
ICE vs ASX
+937.0%
-719.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.2% | -2.9% |
| 7D | -1.2% | +6.3% | -7.5% | -1.9% |
| 30D | +5.0% | +6.4% | -1.5% | +4.0% |
| 3M | +13.9% | +13.1% | +0.7% | +10.5% |
| 6M | -4.4% | +90.3% | -94.7% | -15.3% |
| YTD | -1.9% | +149.6% | -151.5% | -17.2% |
| 1Y | -8.1% | +249.2% | -257.3% | -27.3% |
| 3Y | +42.5% | +445.9% | -403.4% | +0.4% |
| 5Y | +40.6% | +477.7% | -437.1% | -4.8% |
| All | +217.4% | +937.0% | -719.6% | +78.1% |
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