+1,045.0%
IJH vs DAR
+5,489.1%
-4,444.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.8% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | -5.0% | +6.4% | -11.5% | -5.7% |
| 3M | +0.5% | +13.2% | -12.7% | -0.9% |
| 6M | +8.2% | +26.2% | -17.9% | +5.4% |
| YTD | +12.5% | +84.4% | -71.9% | +5.3% |
| 1Y | +14.4% | +112.0% | -97.7% | +5.4% |
| 3Y | +49.5% | +13.4% | +36.1% | +44.8% |
| 5Y | +47.8% | -6.0% | +53.8% | +44.8% |
| 10Y | +180.4% | +372.0% | -191.7% | +138.1% |
| All | +1,045.0% | +5,489.1% | -4,444.0% | +819.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 all: compounded portfolio wealth divided by compounded DAR 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…
all analysis · Full analysis span regression · 6 months rolling