+2,316.3%
ICE vs ASX
+4,488.7%
-2,172.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.7% | -0.7% | +0.1% | -0.5% |
| 30D | +7.6% | +2.0% | +5.6% | +6.8% |
| 3M | +13.9% | -1.3% | +15.3% | +11.0% |
| 6M | -2.4% | +71.4% | -73.8% | -19.9% |
| YTD | +0.3% | +135.3% | -135.1% | -25.6% |
| 1Y | -6.4% | +267.5% | -273.9% | -40.0% |
| 3Y | +43.1% | +388.5% | -345.4% | -20.0% |
| 5Y | +42.1% | +417.1% | -375.0% | -25.2% |
| 10Y | +220.9% | +872.7% | -651.8% | +21.4% |
| All | +2,316.3% | +4,488.7% | -2,172.4% | +220.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling