+109.0%
AAPL vs IWM
+39.0%
+70.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -2.7% | +1.4% | -4.2% | -3.7% |
| 30D | +1.0% | -2.3% | +3.3% | +2.6% |
| 3M | +5.0% | +4.0% | +1.0% | +1.8% |
| 6M | +23.0% | +17.9% | +5.1% | +8.8% |
| YTD | +16.6% | +20.2% | -3.6% | +1.5% |
| 1Y | +33.4% | +25.0% | +8.5% | +12.3% |
| 3Y | +79.9% | +66.0% | +13.9% | +17.8% |
| 5Y | +109.0% | +40.0% | +69.0% | +50.6% |
| All | +109.0% | +39.0% | +70.0% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling