+1,159.7%
IJR vs DKS
+6,103.2%
-4,943.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -2.2% | -3.0% | +0.8% | -1.3% |
| 30D | -4.6% | -33.4% | +28.8% | +5.0% |
| 3M | +0.2% | -39.4% | +39.6% | +13.1% |
| 6M | +14.7% | -30.1% | +44.8% | +23.4% |
| YTD | +18.9% | -31.0% | +49.8% | +28.0% |
| 1Y | +19.9% | -40.2% | +60.1% | +34.2% |
| 3Y | +53.0% | +30.9% | +22.1% | +30.4% |
| 5Y | +40.9% | +14.0% | +26.8% | +18.0% |
| 10Y | +171.1% | +202.1% | -31.0% | +47.7% |
| All | +1,159.7% | +6,103.2% | -4,943.5% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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