+391.7%
APP vs IJR
+42.2%
+349.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +1.7% |
| 7D | +0.9% | -0.2% | +1.0% | +1.1% |
| 30D | -23.3% | -2.4% | -20.9% | -20.6% |
| 3M | -42.6% | +3.9% | -46.6% | -45.4% |
| 6M | -33.6% | +12.4% | -46.0% | -43.4% |
| YTD | -52.4% | +21.5% | -73.9% | -63.3% |
| 1Y | -35.9% | +24.0% | -59.9% | -52.1% |
| 3Y | +642.2% | +49.7% | +592.5% | +324.0% |
| 5Y | +311.1% | +39.7% | +271.4% | +161.1% |
| All | +391.7% | +42.2% | +349.5% | +207.1% |
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