+19.0%
DLR vs IJH
+18.2%
+0.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -3.4% | -1.5% | -1.9% | -2.3% |
| 3M | +0.5% | +0.8% | -0.3% | 0.0% |
| 6M | +4.6% | +7.6% | -3.0% | -0.5% |
| YTD | +23.4% | +15.5% | +7.9% | +12.6% |
| 1Y | +19.0% | +16.9% | +2.1% | +8.6% |
| All | +19.0% | +18.2% | +0.8% | +8.6% |
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 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