-55.4%
APP vs IAG
+56.5%
-111.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.2% | +0.5% | +7.2% |
| 7D | +4.5% | +1.1% | +3.4% | +4.2% |
| 30D | -3.6% | -5.3% | +1.6% | -2.2% |
| 3M | -35.3% | +18.0% | -53.3% | -40.0% |
| 6M | -42.8% | +7.1% | -49.9% | -46.3% |
| YTD | -59.7% | +5.9% | -65.6% | -61.4% |
| 1Y | -55.4% | +59.4% | -114.8% | -62.8% |
| All | -55.4% | +56.5% | -111.9% | -62.8% |
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