+1,121.9%
IJR vs APD
+1,726.8%
-604.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +2.2% | +3.8% | -1.7% | +0.2% |
| 30D | +3.8% | +8.2% | -4.4% | -0.3% |
| 3M | -5.7% | +4.3% | -10.0% | -8.0% |
| 6M | +4.6% | +4.7% | -0.1% | +1.3% |
| YTD | +18.0% | +31.5% | -13.6% | +0.4% |
| 1Y | +21.8% | +23.5% | -1.7% | +6.7% |
| 3Y | +61.1% | +29.1% | +32.0% | +33.2% |
| 5Y | +27.3% | +15.9% | +11.4% | +9.0% |
| 10Y | +154.1% | +191.9% | -37.8% | +25.2% |
| All | +1,121.9% | +1,726.8% | -604.9% | +150.9% |
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