+1,014.6%
IJH vs DOC
+686.8%
+327.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -3.4% | +6.2% | -9.6% | -5.6% |
| 30D | -3.1% | +6.5% | -9.6% | -5.6% |
| 3M | -6.6% | -6.2% | -0.4% | -4.6% |
| 6M | -1.6% | +25.6% | -27.2% | -11.1% |
| YTD | +9.5% | +32.1% | -22.6% | -3.4% |
| 1Y | +12.1% | +20.3% | -8.2% | +2.5% |
| 3Y | +50.8% | +42.7% | +8.0% | +27.0% |
| 5Y | +32.8% | -22.2% | +55.0% | +40.4% |
| 10Y | +181.3% | +16.5% | +164.7% | +142.7% |
| All | +1,014.6% | +686.8% | +327.8% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling