+79.9%
AAPL vs IRM
+101.2%
-21.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -2.7% | +1.6% | -4.4% | -3.0% |
| 30D | +1.0% | -4.2% | +5.2% | +1.6% |
| 3M | +5.0% | -5.4% | +10.3% | +5.5% |
| 6M | +23.0% | +12.0% | +11.0% | +19.7% |
| YTD | +16.6% | +42.0% | -25.4% | +7.8% |
| 1Y | +33.4% | +29.9% | +3.6% | +25.4% |
| 3Y | +79.9% | +104.4% | -24.5% | +46.4% |
| All | +79.9% | +101.2% | -21.4% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling