+1,148.9%
IJR vs APA
+158.7%
+990.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -1.2% |
| 7D | +0.9% | -1.7% | +2.6% | +1.3% |
| 30D | -3.1% | +15.7% | -18.9% | -6.9% |
| 3M | +4.4% | +16.5% | -12.0% | -0.4% |
| 6M | +16.1% | +35.1% | -19.0% | +5.3% |
| YTD | +20.6% | +82.2% | -61.6% | +0.7% |
| 1Y | +22.9% | +102.5% | -79.6% | -1.0% |
| 3Y | +55.2% | +10.3% | +44.9% | +40.9% |
| 5Y | +41.1% | +166.1% | -125.0% | -4.2% |
| 10Y | +167.0% | -4.9% | +171.9% | +85.7% |
| All | +1,148.9% | +158.7% | +990.2% | +560.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling