+179.3%
IJH vs APD
+166.7%
+12.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.1% |
| 7D | -1.9% | -3.3% | +1.4% | -0.3% |
| 30D | -4.6% | -4.2% | -0.5% | -2.8% |
| 3M | -1.2% | +5.4% | -6.6% | -4.2% |
| 6M | +9.4% | +6.3% | +3.1% | +5.2% |
| YTD | +13.3% | +20.3% | -7.0% | +2.0% |
| 1Y | +13.4% | +1.6% | +11.8% | +10.3% |
| 3Y | +50.4% | +4.0% | +46.4% | +40.3% |
| 5Y | +49.0% | +23.3% | +25.6% | +22.8% |
| All | +179.3% | +166.7% | +12.6% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling