+48.1%
IJH vs APTV
-69.3%
+117.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.9% | -5.0% | +3.2% | -0.3% |
| 30D | -4.6% | -6.1% | +1.4% | -2.9% |
| 3M | -1.2% | -33.0% | +31.8% | +11.1% |
| 6M | +9.4% | -35.2% | +44.6% | +22.9% |
| YTD | +13.3% | -40.1% | +53.5% | +30.2% |
| 1Y | +13.4% | -45.6% | +59.0% | +34.4% |
| 3Y | +50.4% | -54.4% | +104.8% | +83.5% |
| All | +48.1% | -69.3% | +117.4% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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