+520.8%
APP vs IJR
+39.7%
+481.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.3% |
| 7D | +48.9% | -0.4% | +49.4% | +47.9% |
| 30D | +49.4% | +3.5% | +45.9% | +41.4% |
| 3M | +27.0% | -3.8% | +30.8% | +32.3% |
| 6M | -15.4% | +4.3% | -19.7% | -20.7% |
| YTD | -39.9% | +19.4% | -59.3% | -53.0% |
| 1Y | -32.0% | +20.5% | -52.5% | -47.5% |
| 3Y | +824.3% | +63.0% | +761.3% | +360.6% |
| 5Y | +252.4% | +28.6% | +223.9% | +131.3% |
| All | +520.8% | +39.7% | +481.1% | +292.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling