-37.0%
DOCS vs IJH
+16.0%
-53.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.1% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | +8.6% | +2.1% | +6.5% | +7.6% |
| 3M | +27.2% | -3.6% | +30.8% | +28.9% |
| 6M | +26.5% | +1.8% | +24.7% | +26.0% |
| YTD | -25.0% | +14.1% | -39.1% | -31.7% |
| 1Y | -37.0% | +15.9% | -52.9% | -44.6% |
| All | -37.0% | +16.0% | -53.0% | -44.6% |
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 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