+24.0%
IJR vs APTV
-39.9%
+63.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.1% |
| 7D | -0.2% | +4.8% | -5.0% | -1.0% |
| 30D | -2.4% | +2.0% | -4.4% | -2.8% |
| 3M | +3.9% | -34.2% | +38.2% | +12.2% |
| 6M | +12.4% | -34.7% | +47.1% | +22.0% |
| YTD | +21.5% | -37.0% | +58.5% | +30.8% |
| 1Y | +24.0% | -40.4% | +64.4% | +34.6% |
| All | +24.0% | -39.9% | +63.9% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling