+1,045.0%
IJH vs DINO
+41,711.4%
-40,666.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | -2.5% | +1.5% | -4.0% | -2.8% |
| 30D | -5.0% | +25.9% | -30.9% | -10.1% |
| 3M | +0.5% | +53.2% | -52.6% | -9.4% |
| 6M | +8.2% | +105.5% | -97.2% | -9.6% |
| YTD | +12.5% | +139.2% | -126.8% | -9.9% |
| 1Y | +14.4% | +117.4% | -103.0% | -6.5% |
| 3Y | +49.5% | +99.3% | -49.8% | +22.2% |
| 5Y | +47.8% | +333.0% | -285.2% | -2.6% |
| 10Y | +180.4% | +486.9% | -306.5% | +55.9% |
| All | +1,045.0% | +41,711.4% | -40,666.4% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling