+168.1%
IJR vs APA
-2.4%
+170.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -2.2% | +4.6% | -6.7% | -3.1% |
| 30D | -4.6% | +11.9% | -16.5% | -6.8% |
| 3M | +0.2% | +22.5% | -22.2% | -4.3% |
| 6M | +14.7% | +37.5% | -22.8% | +5.7% |
| YTD | +18.9% | +87.2% | -68.3% | +2.2% |
| 1Y | +19.9% | +101.4% | -81.5% | +1.0% |
| 3Y | +53.0% | +16.9% | +36.1% | +39.7% |
| 5Y | +40.9% | +178.4% | -137.6% | +3.3% |
| All | +168.1% | -2.4% | +170.4% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling