+33.6%
IJH vs DOC
-21.4%
+55.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -1.7% | +6.5% | -8.1% | -4.0% |
| 30D | -0.9% | +9.2% | -10.1% | -4.3% |
| 3M | -5.8% | -2.5% | -3.3% | -5.1% |
| 6M | -2.8% | +7.1% | -9.9% | -6.1% |
| YTD | +10.1% | +33.0% | -22.9% | -4.0% |
| 1Y | +13.8% | +23.3% | -9.4% | +2.6% |
| 3Y | +53.2% | +44.9% | +8.3% | +24.6% |
| All | +33.6% | -21.4% | +55.0% | +49.6% |
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 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