-64.9%
DOCS vs IJH
+15.4%
-80.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -7.0% |
| 7D | -7.3% | +1.0% | -8.3% | -7.7% |
| 30D | -10.9% | -3.1% | -7.8% | -9.5% |
| 3M | +20.3% | +1.9% | +18.4% | +19.7% |
| 6M | -3.6% | +11.0% | -14.6% | -8.2% |
| YTD | -44.9% | +14.7% | -59.6% | -49.9% |
| 1Y | -64.9% | +15.6% | -80.5% | -68.8% |
| All | -64.9% | +15.4% | -80.3% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling