+1,158.3%
IJR vs APD
+1,627.4%
-469.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.9% |
| 7D | -0.2% | -2.2% | +2.0% | +1.0% |
| 30D | -2.4% | +2.1% | -4.5% | -3.6% |
| 3M | +3.9% | +7.2% | -3.2% | -0.5% |
| 6M | +12.4% | +11.2% | +1.1% | +5.1% |
| YTD | +21.5% | +24.4% | -2.9% | +6.6% |
| 1Y | +24.0% | +6.7% | +17.3% | +17.0% |
| 3Y | +49.7% | +9.2% | +40.5% | +34.7% |
| 5Y | +39.7% | +27.4% | +12.3% | +13.2% |
| 10Y | +169.0% | +164.8% | +4.2% | +39.8% |
| All | +1,158.3% | +1,627.4% | -469.1% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling