+292.6%
APP vs IAG
+515.1%
-222.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.2% | +2.7% | +8.2% |
| 7D | +71.2% | +21.4% | +49.8% | +63.9% |
| 30D | +39.1% | +4.0% | +35.0% | +37.9% |
| 3M | +16.5% | +17.0% | -0.5% | +11.7% |
| 6M | -16.6% | +1.4% | -18.0% | -18.1% |
| YTD | -41.9% | +13.8% | -55.7% | -44.5% |
| 1Y | -37.0% | +55.8% | -92.9% | -43.7% |
| 3Y | +892.4% | +647.4% | +245.0% | +528.5% |
| All | +292.6% | +515.1% | -222.4% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling