+503.8%
APP vs IAG
+419.4%
+84.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.4% | -1.6% |
| 7D | +10.6% | -2.1% | +12.6% | +11.1% |
| 30D | +44.6% | -6.2% | +50.8% | +46.7% |
| 3M | +29.6% | -5.1% | +34.7% | +30.5% |
| 6M | -19.8% | -10.0% | -9.8% | -19.0% |
| YTD | -41.6% | +3.9% | -45.5% | -42.8% |
| 1Y | -32.7% | +18.9% | -51.6% | -35.9% |
| 3Y | +799.0% | +651.8% | +147.3% | +499.0% |
| 5Y | +250.4% | +416.3% | -165.9% | +117.9% |
| All | +503.8% | +419.4% | +84.4% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling