+635.9%
APP vs IJR
+54.3%
+581.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -1.8% |
| 7D | +0.1% | +0.9% | -0.8% | -1.0% |
| 30D | -10.0% | -3.1% | -6.9% | -6.6% |
| 3M | -44.6% | +4.4% | -49.1% | -47.2% |
| 6M | -37.9% | +16.1% | -54.0% | -48.0% |
| YTD | -53.7% | +20.6% | -74.3% | -62.8% |
| 1Y | -43.0% | +22.9% | -65.8% | -55.3% |
| All | +635.9% | +54.3% | +581.6% | +334.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling