+53.0%
IJR vs APA
+12.4%
+40.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -2.2% | +4.6% | -6.7% | -2.9% |
| 30D | -4.6% | +11.9% | -16.5% | -6.4% |
| 3M | +0.2% | +22.5% | -22.2% | -3.4% |
| 6M | +14.7% | +37.5% | -22.8% | +6.4% |
| YTD | +18.9% | +87.2% | -68.3% | +2.3% |
| 1Y | +19.9% | +101.4% | -81.5% | +0.6% |
| 3Y | +53.0% | +16.9% | +36.1% | +37.4% |
| All | +53.0% | +12.4% | +40.7% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling