+1,158.3%
IJR vs APA
+154.0%
+1,004.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.2% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -2.4% | +23.4% | -25.8% | -7.7% |
| 3M | +3.9% | +12.7% | -8.8% | 0.0% |
| 6M | +12.4% | +39.4% | -27.0% | +1.1% |
| YTD | +21.5% | +79.0% | -57.5% | +2.0% |
| 1Y | +24.0% | +88.8% | -64.8% | +1.7% |
| 3Y | +49.7% | +6.4% | +43.3% | +37.1% |
| 5Y | +39.7% | +153.0% | -113.3% | -3.9% |
| 10Y | +169.0% | +7.5% | +161.5% | +79.2% |
| All | +1,158.3% | +154.0% | +1,004.3% | +568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling