+48.1%
IJH vs DKS
+14.7%
+33.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.0% |
| 3M | -1.2% | -38.8% | +37.6% | +9.0% |
| 6M | +9.4% | -29.4% | +38.8% | +15.8% |
| YTD | +13.3% | -30.3% | +43.6% | +20.1% |
| 1Y | +13.4% | -39.6% | +53.0% | +24.2% |
| 3Y | +50.4% | +32.2% | +18.3% | +29.9% |
| All | +48.1% | +14.7% | +33.4% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling