+24.2%
IJR vs DOC
+21.8%
+2.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.9% |
| 7D | +2.3% | +8.7% | -6.5% | +1.0% |
| 30D | +2.8% | +7.6% | -4.8% | +1.6% |
| 3M | -4.6% | -5.3% | +0.6% | -4.0% |
| 6M | +5.7% | +27.6% | -21.9% | +1.9% |
| YTD | +19.9% | +32.4% | -12.5% | +13.5% |
| 1Y | +24.2% | +22.9% | +1.3% | +20.8% |
| All | +24.2% | +21.8% | +2.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling