+247.6%
DIA vs IJH
+184.0%
+63.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.4% |
| 7D | -1.6% | -1.9% | +0.3% | -0.2% |
| 30D | -2.0% | -4.6% | +2.6% | +1.5% |
| 3M | +3.6% | -1.2% | +4.8% | +4.4% |
| 6M | +11.5% | +9.4% | +2.1% | +4.1% |
| YTD | +10.4% | +13.3% | -3.0% | +0.3% |
| 1Y | +15.6% | +13.4% | +2.2% | +4.8% |
| 3Y | +58.9% | +50.4% | +8.4% | +14.9% |
| 5Y | +65.3% | +49.0% | +16.4% | +18.6% |
| All | +247.6% | +184.0% | +63.6% | +51.6% |
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