+329.1%
APP vs IJR
+39.8%
+289.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -0.7% |
| 7D | -4.4% | -1.1% | -3.3% | -2.8% |
| 30D | -10.0% | -3.6% | -6.4% | -5.2% |
| 3M | -41.4% | +2.3% | -43.7% | -43.1% |
| 6M | -41.0% | +14.3% | -55.4% | -51.3% |
| YTD | -54.7% | +19.3% | -74.0% | -64.8% |
| 1Y | -45.3% | +22.6% | -68.0% | -59.3% |
| 3Y | +624.3% | +53.5% | +570.7% | +275.0% |
| 5Y | +329.1% | +39.9% | +289.2% | +179.0% |
| All | +329.1% | +39.8% | +289.3% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling