+16.9%
IJH vs APA
+94.6%
-77.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | 0.0% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | -1.5% | +23.4% | -24.9% | -0.7% |
| 3M | +0.8% | +12.7% | -11.9% | +1.4% |
| 6M | +7.6% | +39.4% | -31.9% | +6.0% |
| YTD | +15.5% | +79.0% | -63.5% | +11.5% |
| 1Y | +16.9% | +88.8% | -71.9% | +12.4% |
| All | +16.9% | +94.6% | -77.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling