+382.3%
APP vs IJR
+38.4%
+344.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +4.3% |
| 7D | +0.3% | -2.3% | +2.6% | +3.5% |
| 30D | -1.3% | -4.7% | +3.4% | +5.1% |
| 3M | -36.2% | +2.1% | -38.3% | -37.8% |
| 6M | -34.1% | +13.9% | -48.0% | -44.7% |
| YTD | -53.3% | +18.2% | -71.6% | -62.7% |
| 1Y | -44.5% | +21.8% | -66.4% | -57.6% |
| 3Y | +646.7% | +52.2% | +594.5% | +315.1% |
| 5Y | +306.4% | +40.1% | +266.3% | +166.3% |
| All | +382.3% | +38.4% | +344.0% | +212.3% |
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