+179.3%
IJH vs DKS
+206.3%
-27.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | -1.9% | -2.0% | +0.2% | -1.4% |
| 30D | -4.6% | -32.7% | +28.1% | +3.2% |
| 3M | -1.2% | -38.8% | +37.6% | +9.2% |
| 6M | +9.4% | -29.4% | +38.8% | +16.1% |
| YTD | +13.3% | -30.3% | +43.6% | +20.5% |
| 1Y | +13.4% | -39.6% | +53.0% | +24.5% |
| 3Y | +50.4% | +32.2% | +18.3% | +31.0% |
| 5Y | +49.0% | +15.1% | +33.8% | +27.7% |
| All | +179.3% | +206.3% | -27.1% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling