+30.2%
AAPL vs IWM
+14.9%
+15.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +3.2% | +2.8% | +0.4% | +2.2% |
| 30D | +4.1% | +0.6% | +3.4% | +3.9% |
| 3M | +17.5% | -7.8% | +25.3% | +20.9% |
| 6M | +20.6% | -1.0% | +21.5% | +20.3% |
| YTD | +31.0% | +13.9% | +17.1% | +24.2% |
| 1Y | +30.2% | +15.4% | +14.8% | +22.8% |
| All | +30.2% | +14.9% | +15.3% | +22.8% |
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