+382.3%
APP vs IJH
+47.7%
+334.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +4.6% |
| 7D | +0.3% | -2.5% | +2.8% | +4.3% |
| 30D | -1.3% | -5.0% | +3.7% | +6.8% |
| 3M | -36.2% | +0.5% | -36.7% | -36.8% |
| 6M | -34.1% | +8.2% | -42.4% | -42.4% |
| YTD | -53.3% | +12.5% | -65.8% | -61.5% |
| 1Y | -44.5% | +14.4% | -58.9% | -55.6% |
| 3Y | +646.7% | +49.5% | +597.2% | +295.8% |
| 5Y | +306.4% | +47.8% | +258.6% | +132.9% |
| All | +382.3% | +47.7% | +334.6% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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