+17.4%
IJH vs APD
+36.4%
-18.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | +1.7% | +3.8% | -2.1% | +1.4% |
| 30D | +1.2% | +14.1% | -12.9% | +0.3% |
| 3M | -3.4% | +8.2% | -11.6% | -4.0% |
| 6M | +3.7% | +7.5% | -3.9% | +3.0% |
| YTD | +13.9% | +31.7% | -17.7% | +11.3% |
| 1Y | +17.4% | +35.1% | -17.6% | +14.5% |
| All | +17.4% | +36.4% | -18.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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