+250.4%
APP vs IJH
+37.1%
+213.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -0.9% |
| 7D | +10.6% | +3.0% | +7.5% | +5.7% |
| 30D | +44.6% | +0.8% | +43.8% | +41.0% |
| 3M | +29.6% | -5.1% | +34.7% | +39.1% |
| 6M | -19.8% | +1.3% | -21.0% | -22.8% |
| YTD | -41.6% | +12.8% | -54.4% | -53.2% |
| 1Y | -32.7% | +14.1% | -46.8% | -47.1% |
| 3Y | +799.0% | +57.8% | +741.2% | +305.1% |
| 5Y | +250.4% | +36.9% | +213.4% | +103.0% |
| All | +250.4% | +37.1% | +213.3% | +103.0% |
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