+177.4%
IJH vs DOC
+15.7%
+161.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -1.7% | +6.5% | -8.1% | -4.2% |
| 30D | -0.9% | +9.2% | -10.1% | -4.6% |
| 3M | -5.8% | -2.5% | -3.3% | -5.1% |
| 6M | -2.8% | +7.1% | -9.9% | -6.2% |
| YTD | +10.1% | +33.0% | -22.9% | -4.4% |
| 1Y | +13.8% | +23.3% | -9.4% | +2.1% |
| 3Y | +53.2% | +44.9% | +8.3% | +25.4% |
| 5Y | +33.6% | -21.6% | +55.2% | +42.3% |
| All | +177.4% | +15.7% | +161.7% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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