+169.3%
IJH vs DOC
+21.2%
+148.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.3% | -0.9% | +3.2% | +2.7% |
| 30D | +2.1% | +7.7% | -5.7% | -1.2% |
| 3M | -5.7% | -2.0% | -3.6% | -5.1% |
| 6M | +1.4% | +5.9% | -4.4% | -1.6% |
| YTD | +12.6% | +31.8% | -19.2% | -1.9% |
| 1Y | +16.1% | +22.5% | -6.4% | +4.4% |
| 3Y | +57.8% | +54.7% | +3.1% | +25.3% |
| 5Y | +36.8% | -21.3% | +58.1% | +45.5% |
| All | +169.3% | +21.2% | +148.1% | +143.2% |
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