+84.2%
DOCN vs IJH
+58.0%
+26.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.2% | +4.9% | +2.1% |
| 7D | -12.8% | +0.6% | -13.4% | -13.0% |
| 30D | -41.9% | +1.3% | -43.2% | -42.3% |
| 3M | -36.9% | -4.1% | -32.9% | -30.6% |
| 6M | -52.2% | +1.1% | -53.3% | -52.1% |
| YTD | +62.7% | +13.6% | +49.1% | +33.6% |
| 1Y | +58.2% | +16.0% | +42.2% | +25.1% |
| 3Y | +219.5% | +60.9% | +158.5% | +46.6% |
| 5Y | -32.9% | +37.9% | -70.8% | -58.9% |
| All | +84.2% | +58.0% | +26.2% | +4.3% |
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