+1,131.0%
IJR vs DHI
+5,217.6%
-4,086.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -2.2% | -3.4% | +1.2% | -1.2% |
| 30D | -4.6% | -5.4% | +0.8% | -3.1% |
| 3M | +0.2% | -10.4% | +10.7% | +3.2% |
| 6M | +14.7% | -2.8% | +17.5% | +14.8% |
| YTD | +18.9% | -3.4% | +22.3% | +18.8% |
| 1Y | +19.9% | -22.9% | +42.8% | +27.9% |
| 3Y | +53.0% | +20.7% | +32.3% | +38.8% |
| 5Y | +40.9% | +62.1% | -21.3% | +14.4% |
| 10Y | +171.1% | +410.4% | -239.3% | +49.3% |
| All | +1,131.0% | +5,217.6% | -4,086.6% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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