+329.1%
APP vs IJH
+47.6%
+281.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -0.5% |
| 7D | -4.4% | -0.7% | -3.7% | -3.2% |
| 30D | -10.0% | -3.8% | -6.2% | -4.2% |
| 3M | -41.4% | 0.0% | -41.5% | -41.4% |
| 6M | -41.0% | +8.8% | -49.8% | -49.1% |
| YTD | -54.7% | +13.5% | -68.2% | -63.6% |
| 1Y | -45.3% | +15.4% | -60.8% | -57.4% |
| 3Y | +624.3% | +50.9% | +573.3% | +261.6% |
| 5Y | +329.1% | +47.8% | +281.3% | +140.7% |
| All | +329.1% | +47.6% | +281.5% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling