+1,055.9%
IJH vs DD
+354.3%
+701.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | 0.0% |
| 7D | -0.7% | -3.8% | +3.0% | +0.8% |
| 30D | -3.8% | -9.2% | +5.4% | 0.0% |
| 3M | 0.0% | -9.0% | +9.0% | +3.7% |
| 6M | +8.8% | -5.0% | +13.7% | +10.3% |
| YTD | +13.5% | +7.4% | +6.1% | +9.0% |
| 1Y | +15.4% | +35.1% | -19.7% | +0.1% |
| 3Y | +50.9% | +43.2% | +7.7% | +25.0% |
| 5Y | +47.8% | +59.6% | -11.9% | +15.6% |
| 10Y | +183.1% | +66.5% | +116.5% | +104.3% |
| All | +1,055.9% | +354.3% | +701.5% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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