+198.1%
DOCN vs IJH
+59.6%
+138.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.6% | +13.3% | +13.8% |
| 7D | +16.3% | +1.0% | +15.3% | +14.0% |
| 30D | +2.0% | -3.1% | +5.2% | +8.4% |
| 3M | -25.2% | +1.9% | -27.1% | -27.4% |
| 6M | +132.7% | +11.0% | +121.7% | +95.6% |
| YTD | +163.3% | +14.7% | +148.5% | +108.8% |
| 1Y | +280.3% | +15.6% | +264.7% | +199.1% |
| 3Y | +371.8% | +52.5% | +319.3% | +136.4% |
| 5Y | +87.1% | +49.1% | +38.0% | +6.6% |
| All | +198.1% | +59.6% | +138.5% | +63.0% |
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