+29.9%
AAPL vs IWM
+18.7%
+11.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +4.8% |
| 7D | +1.7% | +1.0% | +0.7% | +1.3% |
| 30D | +5.0% | +0.2% | +4.8% | +5.0% |
| 3M | +13.1% | -5.6% | +18.7% | +15.4% |
| 6M | +26.5% | +2.7% | +23.8% | +24.5% |
| YTD | +28.9% | +16.2% | +12.7% | +21.7% |
| 1Y | +29.9% | +18.9% | +11.0% | +21.6% |
| All | +29.9% | +18.7% | +11.2% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 1y: compounded portfolio wealth divided by compounded IWM 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…
1y analysis · Full analysis span regression · 6 months rolling