+1,278.0%
AAPL vs IRM
+440.8%
+837.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.1% |
| 7D | +3.8% | -1.4% | +5.3% | +4.3% |
| 30D | +9.9% | -7.4% | +17.3% | +12.3% |
| 3M | +12.5% | -7.4% | +19.8% | +14.5% |
| 6M | +27.6% | +8.7% | +19.0% | +22.8% |
| YTD | +22.6% | +40.9% | -18.4% | +7.4% |
| 1Y | +45.0% | +20.5% | +24.5% | +33.4% |
| 3Y | +87.8% | +101.7% | -14.0% | +37.6% |
| 5Y | +128.7% | +197.7% | -69.0% | +42.7% |
| All | +1,278.0% | +440.8% | +837.2% | +559.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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