+24.2%
IJR vs APA
+107.6%
-83.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.2% | +0.9% |
| 7D | +2.3% | -13.0% | +15.2% | +1.4% |
| 30D | +2.8% | +2.0% | +0.8% | +3.0% |
| 3M | -4.6% | +24.9% | -29.5% | -3.1% |
| 6M | +5.7% | +7.2% | -1.5% | +6.9% |
| YTD | +19.9% | +87.1% | -67.2% | +17.0% |
| 1Y | +24.2% | +107.2% | -83.0% | +21.4% |
| All | +24.2% | +107.6% | -83.5% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling