+168.1%
IJR vs DINO
+492.4%
-324.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.2% | +2.3% | -4.5% | -2.8% |
| 30D | -4.6% | +22.6% | -27.2% | -9.8% |
| 3M | +0.2% | +55.2% | -55.0% | -11.5% |
| 6M | +14.7% | +93.8% | -79.0% | -5.5% |
| YTD | +18.9% | +139.5% | -120.7% | -8.5% |
| 1Y | +19.9% | +115.3% | -95.4% | -5.1% |
| 3Y | +53.0% | +98.8% | -45.8% | +20.6% |
| 5Y | +40.9% | +333.5% | -292.6% | -14.7% |
| All | +168.1% | +492.4% | -324.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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