+1,254.4%
AAPL vs IAG
+423.2%
+831.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.7% |
| 7D | -0.5% | -4.1% | +3.6% | -0.3% |
| 30D | +7.1% | +10.6% | -3.5% | +6.6% |
| 3M | +12.1% | +35.4% | -23.3% | +10.4% |
| 6M | +25.4% | -9.5% | +35.0% | +25.4% |
| YTD | +20.5% | +21.8% | -1.4% | +18.6% |
| 1Y | +44.5% | +84.1% | -39.6% | +39.3% |
| 3Y | +85.8% | +817.4% | -731.6% | +64.1% |
| 5Y | +124.8% | +830.1% | -705.3% | +94.3% |
| All | +1,254.4% | +423.2% | +831.2% | +1,104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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