+150,707.5%
AAPL vs IRM
+9,964.6%
+140,742.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.9% |
| 7D | +0.1% | -0.5% | +0.5% | +0.2% |
| 30D | +3.0% | -8.1% | +11.1% | +4.8% |
| 3M | +2.9% | -9.7% | +12.6% | +4.9% |
| 6M | +22.1% | +10.0% | +12.1% | +18.6% |
| YTD | +18.0% | +43.0% | -25.0% | +7.3% |
| 1Y | +33.9% | +32.7% | +1.3% | +23.5% |
| 3Y | +71.2% | +102.7% | -31.6% | +40.3% |
| 5Y | +112.6% | +187.6% | -75.0% | +59.4% |
| 10Y | +1,198.8% | +420.1% | +778.7% | +731.7% |
| All | +150,707.5% | +9,964.6% | +140,742.9% | +65,874.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling