+641.7%
APP vs IJH
+48.6%
+593.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +4.4% |
| 7D | +0.3% | -2.5% | +2.8% | +4.0% |
| 30D | -1.3% | -5.0% | +3.7% | +6.2% |
| 3M | -36.2% | +0.5% | -36.7% | -36.7% |
| 6M | -34.1% | +8.2% | -42.4% | -42.0% |
| YTD | -53.3% | +12.4% | -65.8% | -61.0% |
| 1Y | -44.5% | +14.4% | -58.9% | -54.9% |
| All | +641.7% | +48.6% | +593.2% | +312.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling