-35.9%
APP vs IAG
+119.5%
-155.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.9% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | -23.3% | +28.9% | -52.2% | -29.4% |
| 3M | -42.6% | +19.1% | -61.8% | -46.3% |
| 6M | -33.6% | -10.3% | -23.4% | -32.2% |
| YTD | -52.4% | +24.2% | -76.6% | -55.2% |
| 1Y | -35.9% | +116.5% | -152.4% | -44.2% |
| All | -35.9% | +119.5% | -155.4% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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