-38.0%
DOCS vs IJH
+49.2%
-87.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | -2.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.8% |
| 30D | +7.8% | +1.3% | +6.5% | +6.1% |
| 3M | +20.0% | -4.1% | +24.0% | +25.8% |
| 6M | +26.5% | +1.1% | +25.4% | +24.1% |
| YTD | -25.8% | +13.6% | -39.4% | -38.0% |
| 1Y | -39.5% | +16.0% | -55.5% | -50.8% |
| 3Y | +60.3% | +60.9% | -0.6% | -19.5% |
| 5Y | -57.0% | +37.9% | -95.0% | -72.9% |
| All | -38.0% | +49.2% | -87.2% | -63.3% |
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