+12.1%
IJH vs DGX
+45.7%
-33.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.9% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | -3.1% | +11.5% | -14.7% | -3.9% |
| 3M | -6.6% | +8.4% | -15.0% | -7.2% |
| 6M | -1.6% | +34.5% | -36.1% | -3.9% |
| YTD | +9.5% | +49.3% | -39.8% | +5.0% |
| 1Y | +12.1% | +45.3% | -33.2% | +8.0% |
| All | +12.1% | +45.7% | -33.6% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling