-37.4%
DOCS vs IJH
+15.1%
-52.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | -0.5% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | +7.8% | +1.3% | +6.5% | +7.2% |
| 3M | +20.0% | -4.1% | +24.0% | +21.9% |
| 6M | +26.5% | +1.1% | +25.4% | +26.5% |
| YTD | -25.8% | +13.6% | -39.4% | -32.3% |
| All | -37.4% | +15.1% | -52.6% | -45.0% |
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