+333.0%
APP vs IAG
+764.1%
-431.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.7% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | -23.3% | +28.9% | -52.2% | -27.8% |
| 3M | -42.6% | +19.1% | -61.8% | -45.4% |
| 6M | -33.6% | -10.3% | -23.4% | -33.4% |
| YTD | -52.4% | +24.2% | -76.6% | -55.2% |
| 1Y | -35.9% | +116.5% | -152.4% | -46.3% |
| 3Y | +642.2% | +742.8% | -100.6% | +372.6% |
| All | +333.0% | +764.1% | -431.2% | +175.6% |
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