+52.3%
IJH vs DOC
+43.2%
+9.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -3.4% | +6.2% | -9.6% | -5.1% |
| 30D | -3.1% | +6.5% | -9.6% | -5.0% |
| 3M | -6.6% | -6.2% | -0.4% | -4.9% |
| 6M | -1.6% | +25.6% | -27.2% | -9.5% |
| YTD | +9.5% | +32.1% | -22.6% | -1.7% |
| 1Y | +12.1% | +20.3% | -8.2% | +4.4% |
| All | +52.3% | +43.2% | +9.1% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling