+111.9%
DOCN vs IJH
+56.8%
+55.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +5.5% |
| 7D | +27.4% | +3.0% | +24.4% | +20.8% |
| 30D | -29.7% | +0.8% | -30.6% | -29.6% |
| 3M | -32.5% | -5.1% | -27.4% | -24.2% |
| 6M | -42.2% | +1.3% | -43.4% | -42.2% |
| YTD | +87.2% | +12.8% | +74.4% | +55.8% |
| 1Y | +86.2% | +14.1% | +72.1% | +51.8% |
| 3Y | +257.4% | +57.8% | +199.6% | +70.0% |
| 5Y | -27.4% | +36.9% | -64.3% | -54.9% |
| All | +111.9% | +56.8% | +55.1% | +21.6% |
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 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