+1,237.1%
AAPL vs IWM
+165.3%
+1,071.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.7% |
| 7D | -3.0% | -1.1% | -1.8% | -2.2% |
| 30D | +2.3% | -3.1% | +5.4% | +4.5% |
| 3M | +8.6% | +2.2% | +6.4% | +6.6% |
| 6M | +21.6% | +15.1% | +6.5% | +9.1% |
| YTD | +16.3% | +18.6% | -2.3% | +1.8% |
| 1Y | +35.1% | +24.0% | +11.1% | +13.9% |
| 3Y | +79.4% | +63.7% | +15.7% | +19.6% |
| 5Y | +109.8% | +38.2% | +71.6% | +58.2% |
| 10Y | +1,237.1% | +171.7% | +1,065.4% | +553.3% |
| All | +1,237.1% | +165.3% | +1,071.8% | +553.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling