+1,135.5%
IJR vs DINO
+41,874.4%
-40,738.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.1% | +2.0% | -3.1% | -1.6% |
| 30D | -3.6% | +27.7% | -31.3% | -9.3% |
| 3M | +2.3% | +56.3% | -54.0% | -8.8% |
| 6M | +14.3% | +107.6% | -93.2% | -5.6% |
| YTD | +19.3% | +140.2% | -120.9% | -5.6% |
| 1Y | +22.6% | +113.0% | -90.4% | -0.3% |
| 3Y | +53.5% | +100.1% | -46.5% | +24.4% |
| 5Y | +39.9% | +328.7% | -288.8% | -9.1% |
| 10Y | +172.1% | +489.2% | -317.1% | +50.1% |
| All | +1,135.5% | +41,874.4% | -40,738.9% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling