+1,278.0%
AAPL vs IJR
+172.1%
+1,105.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | +3.8% | -2.2% | +6.0% | +5.4% |
| 30D | +9.9% | -4.6% | +14.5% | +13.4% |
| 3M | +12.5% | +0.2% | +12.3% | +12.0% |
| 6M | +27.6% | +14.7% | +12.9% | +15.5% |
| YTD | +22.6% | +18.9% | +3.7% | +8.1% |
| 1Y | +45.0% | +19.9% | +25.0% | +26.7% |
| 3Y | +87.8% | +53.0% | +34.7% | +35.5% |
| 5Y | +128.7% | +40.9% | +87.8% | +74.7% |
| All | +1,278.0% | +172.1% | +1,105.9% | +633.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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