-52.9%
DOCS vs IJH
+36.2%
-89.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.6% |
| 7D | +2.6% | +2.3% | +0.3% | -0.2% |
| 30D | +11.4% | +2.1% | +9.4% | +8.8% |
| 3M | +25.4% | -5.7% | +31.0% | +34.0% |
| 6M | +42.5% | +1.4% | +41.1% | +39.2% |
| YTD | -24.7% | +12.6% | -37.3% | -36.6% |
| 1Y | -32.9% | +16.1% | -49.1% | -45.6% |
| 3Y | +39.6% | +57.8% | -18.2% | -29.1% |
| All | -52.9% | +36.2% | -89.1% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling