+39.9%
IJR vs APD
+25.2%
+14.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | -1.1% | -4.6% | +3.5% | +0.5% |
| 30D | -3.6% | -4.2% | +0.6% | -2.2% |
| 3M | +2.3% | +5.0% | -2.7% | +0.1% |
| 6M | +14.3% | +8.9% | +5.4% | +10.0% |
| YTD | +19.3% | +21.9% | -2.6% | +9.4% |
| 1Y | +22.6% | +5.6% | +17.0% | +18.7% |
| 3Y | +53.5% | +6.9% | +46.7% | +45.7% |
| 5Y | +39.9% | +25.3% | +14.6% | +14.7% |
| All | +39.9% | +25.2% | +14.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling