+179.3%
IJH vs DTE
+137.8%
+41.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | -1.9% | -2.6% | +0.7% | -0.6% |
| 30D | -4.6% | -4.4% | -0.2% | -2.5% |
| 3M | -1.2% | -8.3% | +7.2% | +2.9% |
| 6M | +9.4% | -8.1% | +17.5% | +13.4% |
| YTD | +13.3% | +4.4% | +8.9% | +9.8% |
| 1Y | +13.4% | +0.2% | +13.2% | +12.0% |
| 3Y | +50.4% | +42.6% | +7.8% | +21.4% |
| 5Y | +49.0% | +31.5% | +17.5% | +23.8% |
| All | +179.3% | +137.8% | +41.5% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling