+80.6%
AAPL vs IOT
+61.2%
+19.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -2.7% | +2.8% | -5.5% | -3.2% |
| 30D | +1.0% | -1.8% | +2.8% | +1.1% |
| 3M | +5.0% | +17.9% | -12.9% | +1.9% |
| 6M | +23.0% | +13.5% | +9.5% | +19.3% |
| YTD | +16.6% | +13.3% | +3.4% | +12.3% |
| 1Y | +33.4% | -3.3% | +36.7% | +31.1% |
| 3Y | +79.9% | +31.3% | +48.5% | +61.1% |
| All | +80.6% | +61.2% | +19.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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