+851.5%
DE vs IJH
+184.0%
+667.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.0% |
| 7D | -2.6% | -1.9% | -0.7% | -0.9% |
| 30D | +9.0% | -4.6% | +13.7% | +13.7% |
| 3M | +19.1% | -1.2% | +20.3% | +20.4% |
| 6M | +14.4% | +9.4% | +5.0% | +5.3% |
| YTD | +45.9% | +13.3% | +32.6% | +30.1% |
| 1Y | +43.6% | +13.4% | +30.2% | +27.5% |
| 3Y | +75.9% | +50.4% | +25.4% | +18.5% |
| 5Y | +98.8% | +49.0% | +49.8% | +33.0% |
| All | +851.5% | +184.0% | +667.4% | +265.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling