+47.8%
IJH vs APD
+24.4%
+23.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.5% | -3.5% | +1.0% | -1.3% |
| 30D | -5.0% | -5.1% | 0.0% | -3.3% |
| 3M | +0.5% | +6.9% | -6.3% | -2.3% |
| 6M | +8.2% | +8.1% | +0.2% | +4.4% |
| YTD | +12.4% | +21.2% | -8.8% | +3.3% |
| 1Y | +14.4% | +4.9% | +9.5% | +11.0% |
| 3Y | +49.5% | +6.3% | +43.2% | +42.1% |
| 5Y | +47.8% | +24.3% | +23.5% | +19.3% |
| All | +47.8% | +24.4% | +23.4% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling