+49.3%
IJH vs DRI
+52.8%
-3.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.5% | -4.8% | +2.3% | -1.1% |
| 30D | -5.0% | -5.2% | +0.2% | -3.7% |
| 3M | +0.5% | +2.7% | -2.2% | -0.7% |
| 6M | +8.2% | +3.6% | +4.6% | +6.4% |
| YTD | +12.4% | +15.4% | -3.0% | +6.2% |
| 1Y | +14.4% | +1.3% | +13.1% | +12.6% |
| All | +49.3% | +52.8% | -3.5% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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