+109.8%
AAPL vs IBN
+54.0%
+55.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | -3.0% | -5.1% | +2.1% | -0.9% |
| 30D | +2.3% | -3.5% | +5.8% | +3.7% |
| 3M | +8.6% | +11.3% | -2.7% | +3.9% |
| 6M | +21.6% | +4.4% | +17.1% | +19.0% |
| YTD | +16.3% | -1.8% | +18.1% | +16.7% |
| 1Y | +35.1% | -8.0% | +43.0% | +38.5% |
| 3Y | +79.4% | +27.1% | +52.3% | +55.5% |
| 5Y | +109.8% | +54.5% | +55.3% | +60.0% |
| All | +109.8% | +54.0% | +55.8% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling