+168.5%
IJR vs DOC
+15.7%
+152.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -1.9% | +6.5% | -8.4% | -4.5% |
| 30D | +0.4% | +9.2% | -8.8% | -3.4% |
| 3M | -6.6% | -2.5% | -4.1% | -5.8% |
| 6M | -0.3% | +7.1% | -7.3% | -3.7% |
| YTD | +15.5% | +33.0% | -17.5% | 0.0% |
| 1Y | +19.2% | +23.3% | -4.0% | +6.8% |
| 3Y | +54.6% | +44.9% | +9.6% | +26.8% |
| 5Y | +23.8% | -21.6% | +45.4% | +31.7% |
| All | +168.5% | +15.7% | +152.8% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling