+1,068.3%
IJH vs DRI
+3,488.2%
-2,419.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | +1.0% | -1.2% | +2.2% | +1.4% |
| 30D | -3.1% | -0.4% | -2.7% | -3.1% |
| 3M | +1.9% | +9.5% | -7.6% | -1.5% |
| 6M | +11.0% | +6.5% | +4.5% | +8.0% |
| YTD | +14.7% | +18.4% | -3.7% | +7.5% |
| 1Y | +15.6% | +4.2% | +11.4% | +12.6% |
| 3Y | +52.5% | +57.1% | -4.5% | +28.1% |
| 5Y | +49.1% | +70.4% | -21.4% | +20.7% |
| 10Y | +177.7% | +354.0% | -176.4% | +50.7% |
| All | +1,068.3% | +3,488.2% | -2,419.9% | +266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling