+503.8%
APP vs IJR
+38.1%
+465.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -1.2% |
| 7D | +10.6% | +2.3% | +8.3% | +7.5% |
| 30D | +44.6% | +2.2% | +42.4% | +39.1% |
| 3M | +29.6% | -5.3% | +34.9% | +37.9% |
| 6M | -19.8% | +4.3% | -24.0% | -24.8% |
| YTD | -41.6% | +18.0% | -59.6% | -53.6% |
| 1Y | -32.7% | +19.2% | -51.9% | -47.3% |
| 3Y | +799.0% | +61.1% | +737.9% | +355.0% |
| 5Y | +250.4% | +27.3% | +223.0% | +133.3% |
| All | +503.8% | +38.1% | +465.7% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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