+78.2%
AAPL vs IAG
+817.0%
-738.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -3.0% | +1.7% | -4.6% | -3.0% |
| 30D | +2.3% | +11.4% | -9.2% | +1.8% |
| 3M | +8.6% | +33.0% | -24.4% | +7.2% |
| 6M | +21.6% | -6.0% | +27.6% | +21.2% |
| YTD | +16.3% | +24.6% | -8.3% | +14.7% |
| 1Y | +35.1% | +105.0% | -69.9% | +29.9% |
| All | +78.2% | +817.0% | -738.8% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling