+180.1%
IJH vs DOC
+21.1%
+159.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +2.4% |
| 7D | +0.6% | +5.9% | -5.2% | -1.7% |
| 30D | +1.3% | +10.3% | -9.0% | -2.9% |
| 3M | -4.1% | -2.2% | -1.9% | -3.5% |
| 6M | +1.1% | +8.2% | -7.1% | -2.8% |
| YTD | +13.6% | +35.4% | -21.8% | -2.1% |
| 1Y | +16.0% | +23.6% | -7.6% | +4.0% |
| 3Y | +60.9% | +57.3% | +3.7% | +27.0% |
| 5Y | +37.9% | -19.6% | +57.5% | +45.4% |
| 10Y | +180.1% | +20.8% | +159.3% | +148.9% |
| All | +180.1% | +21.1% | +159.1% | +148.9% |
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