+803.2%
APP vs IJR
+62.6%
+740.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.1% |
| 7D | +61.1% | +0.1% | +61.0% | +59.2% |
| 30D | +42.8% | +2.6% | +40.1% | +37.2% |
| 3M | +16.7% | -4.3% | +21.0% | +21.7% |
| 6M | -15.6% | +2.7% | -18.3% | -18.8% |
| YTD | -41.3% | +18.5% | -59.8% | -52.2% |
| 1Y | -39.3% | +20.1% | -59.3% | -51.3% |
| 3Y | +803.2% | +61.7% | +741.5% | +412.5% |
| All | +803.2% | +62.6% | +740.6% | +412.5% |
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