+50.4%
IJH vs DINO
+97.6%
-47.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.9% | +2.3% | -4.2% | -2.3% |
| 30D | -4.6% | +22.6% | -27.3% | -8.3% |
| 3M | -1.2% | +55.2% | -56.4% | -9.6% |
| 6M | +9.4% | +93.8% | -84.4% | -5.5% |
| YTD | +13.3% | +139.5% | -126.2% | -8.3% |
| 1Y | +13.4% | +115.3% | -101.9% | -5.8% |
| 3Y | +50.4% | +98.8% | -48.4% | +17.0% |
| All | +50.4% | +97.6% | -47.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 3y: compounded portfolio wealth divided by compounded DINO 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…
3y analysis · Full analysis span regression · 6 months rolling