+527.5%
APP vs IJH
+48.0%
+479.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.1% |
| 7D | +4.6% | +2.3% | +2.3% | +1.2% |
| 30D | +56.0% | +2.1% | +54.0% | +49.4% |
| 3M | +30.8% | -5.7% | +36.5% | +41.3% |
| 6M | -9.8% | +1.4% | -11.2% | -13.2% |
| YTD | -39.3% | +12.6% | -51.9% | -50.7% |
| 1Y | -26.4% | +16.1% | -42.6% | -43.1% |
| 3Y | +887.9% | +57.8% | +830.1% | +372.3% |
| 5Y | +264.1% | +36.8% | +227.3% | +112.9% |
| All | +527.5% | +48.0% | +479.5% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling