+1,068.3%
IJH vs APA
+158.7%
+909.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -1.1% |
| 7D | +1.0% | -1.7% | +2.7% | +1.4% |
| 30D | -3.1% | +15.7% | -18.9% | -6.7% |
| 3M | +1.9% | +16.5% | -14.5% | -2.5% |
| 6M | +11.0% | +35.1% | -24.1% | +1.0% |
| YTD | +14.7% | +82.2% | -67.5% | -3.6% |
| 1Y | +15.6% | +102.5% | -86.9% | -6.2% |
| 3Y | +52.5% | +10.3% | +42.2% | +38.7% |
| 5Y | +49.1% | +166.1% | -117.1% | +2.2% |
| 10Y | +177.7% | -4.9% | +182.5% | +93.2% |
| All | +1,068.3% | +158.7% | +909.6% | +520.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling