+580.7%
IJH vs DG
+560.3%
+20.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.5% |
| 7D | -0.7% | -4.8% | +4.1% | +0.2% |
| 30D | -3.8% | +1.8% | -5.6% | -4.3% |
| 3M | 0.0% | +14.5% | -14.4% | -3.1% |
| 6M | +8.8% | -13.6% | +22.3% | +11.3% |
| YTD | +13.5% | -4.8% | +18.4% | +13.7% |
| 1Y | +15.4% | +21.6% | -6.2% | +9.2% |
| 3Y | +50.9% | +4.5% | +46.4% | +41.7% |
| 5Y | +47.8% | -38.5% | +86.3% | +56.9% |
| 10Y | +183.1% | +102.2% | +80.8% | +119.5% |
| All | +580.7% | +560.3% | +20.4% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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