+70.5%
DOCN vs IJH
+53.2%
+17.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +1.4% |
| 7D | -19.2% | -1.7% | -17.5% | -15.9% |
| 30D | -43.1% | -0.9% | -42.2% | -41.1% |
| 3M | -40.7% | -5.8% | -34.9% | -32.7% |
| 6M | -55.0% | -2.8% | -52.2% | -51.4% |
| YTD | +50.6% | +10.1% | +40.5% | +30.8% |
| 1Y | +54.0% | +13.8% | +40.1% | +26.0% |
| 3Y | +203.9% | +53.2% | +150.7% | +52.4% |
| 5Y | -29.4% | +33.6% | -63.0% | -54.2% |
| All | +70.5% | +53.2% | +17.4% | +2.1% |
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