+5.3%
DT vs IJH
+49.7%
-44.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -1.6% | -1.9% | +0.3% | -0.4% |
| 30D | +3.0% | -4.6% | +7.7% | +6.4% |
| 3M | +26.5% | -1.2% | +27.7% | +27.2% |
| 6M | +35.9% | +9.4% | +26.5% | +26.1% |
| YTD | +17.8% | +13.3% | +4.5% | +5.9% |
| 1Y | +4.1% | +13.4% | -9.3% | -6.6% |
| 3Y | +5.3% | +50.4% | -45.1% | -25.6% |
| All | +5.3% | +49.7% | -44.4% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling