-37.4%
DOCS vs IJH
+48.2%
-85.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +1.3% |
| 7D | +0.1% | +3.0% | -3.0% | -3.5% |
| 30D | +8.7% | +0.8% | +7.9% | +7.7% |
| 3M | +32.9% | -5.1% | +38.0% | +41.0% |
| 6M | +25.5% | +1.3% | +24.2% | +22.8% |
| YTD | -25.0% | +12.8% | -37.8% | -36.8% |
| 1Y | -34.9% | +14.1% | -48.9% | -45.9% |
| 3Y | +39.3% | +57.8% | -18.5% | -28.3% |
| 5Y | -54.8% | +36.9% | -91.8% | -71.3% |
| All | -37.4% | +48.2% | -85.5% | -62.6% |
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