+436.4%
IJR vs APTV
+173.4%
+262.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.1% |
| 7D | -1.1% | -1.2% | 0.0% | -0.8% |
| 30D | -3.6% | -10.6% | +7.0% | +0.2% |
| 3M | +2.3% | -35.0% | +37.3% | +18.1% |
| 6M | +14.3% | -38.9% | +53.2% | +33.2% |
| YTD | +19.3% | -41.5% | +60.8% | +40.5% |
| 1Y | +22.6% | -45.8% | +68.4% | +48.5% |
| 3Y | +53.5% | -55.7% | +109.2% | +92.9% |
| 5Y | +39.9% | -70.1% | +110.0% | +96.6% |
| 10Y | +172.1% | -19.1% | +191.1% | +140.3% |
| All | +436.4% | +173.4% | +262.9% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling