+48.1%
IJH vs DGX
+66.8%
-18.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | -4.6% | -1.2% | -3.5% | -4.4% |
| 3M | -1.2% | +15.8% | -16.9% | -5.3% |
| 6M | +9.4% | +18.2% | -8.8% | +4.1% |
| YTD | +13.3% | +37.2% | -23.9% | +2.7% |
| 1Y | +13.4% | +30.4% | -17.0% | +4.2% |
| 3Y | +50.4% | +96.7% | -46.3% | +17.7% |
| All | +48.1% | +66.8% | -18.7% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling