+3,609.2%
DLR vs IJH
+738.0%
+2,871.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.7% |
| 7D | +2.9% | -0.7% | +3.6% | +3.5% |
| 30D | -1.2% | -3.8% | +2.7% | +2.2% |
| 3M | +2.9% | 0.0% | +2.9% | +2.8% |
| 6M | +6.7% | +8.8% | -2.1% | -0.7% |
| YTD | +23.9% | +13.5% | +10.4% | +11.1% |
| 1Y | +18.6% | +15.4% | +3.2% | +4.7% |
| 3Y | +59.7% | +50.9% | +8.8% | +10.9% |
| 5Y | +42.1% | +47.8% | -5.7% | -0.9% |
| 10Y | +176.7% | +183.1% | -6.4% | -5.0% |
| All | +3,609.2% | +738.0% | +2,871.2% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling