+38.7%
IJH vs DOC
-20.0%
+58.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | 0.0% | +4.3% | -4.3% | -1.6% |
| 30D | +1.0% | +9.2% | -8.2% | -2.5% |
| 3M | -4.1% | -0.8% | -3.3% | -4.0% |
| 6M | +0.7% | +7.1% | -6.3% | -2.6% |
| YTD | +13.2% | +34.0% | -20.8% | -1.6% |
| 1Y | +14.9% | +23.2% | -8.3% | +3.7% |
| 3Y | +58.4% | +53.6% | +4.8% | +25.3% |
| 5Y | +38.7% | -20.4% | +59.1% | +54.8% |
| All | +38.7% | -20.0% | +58.7% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling