+13.0%
DLR vs IJH
+17.8%
-4.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +1.9% | +2.1% |
| 7D | +2.8% | +1.7% | +1.2% | +1.5% |
| 30D | +2.8% | +1.2% | +1.6% | +1.9% |
| 3M | -4.0% | -3.4% | -0.6% | -1.6% |
| 6M | -5.6% | +3.7% | -9.3% | -7.7% |
| YTD | +21.9% | +13.9% | +8.0% | +12.5% |
| 1Y | +13.0% | +17.4% | -4.4% | +3.2% |
| All | +13.0% | +17.8% | -4.8% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling