+121,072.4%
AAPL vs IFF
+833.5%
+120,238.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.3% |
| 7D | -3.0% | -3.0% | +0.1% | -1.9% |
| 30D | +2.3% | -0.9% | +3.2% | +2.6% |
| 3M | +8.6% | +11.8% | -3.2% | +3.9% |
| 6M | +21.6% | +16.5% | +5.0% | +13.2% |
| YTD | +16.3% | +26.5% | -10.2% | +4.5% |
| 1Y | +35.1% | +32.7% | +2.4% | +18.7% |
| 3Y | +79.4% | +32.0% | +47.4% | +54.5% |
| 5Y | +109.8% | -36.1% | +145.9% | +129.7% |
| 10Y | +1,237.1% | -20.1% | +1,257.1% | +1,173.2% |
| All | +121,072.4% | +833.5% | +120,238.9% | +32,113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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