+15.3%
IJH vs DOC
+23.5%
-8.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +2.9% |
| 7D | +0.6% | +5.9% | -5.2% | -0.1% |
| 30D | +1.3% | +10.3% | -9.0% | -0.1% |
| 3M | -4.1% | -2.2% | -1.9% | -3.8% |
| 6M | +1.1% | +8.2% | -7.1% | -0.3% |
| YTD | +13.6% | +35.4% | -21.8% | +7.3% |
| All | +15.3% | +23.5% | -8.2% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling