+161.6%
IJR vs DOC
+20.3%
+141.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +0.1% | +4.3% | -4.2% | -1.7% |
| 30D | +2.6% | +9.2% | -6.5% | -1.2% |
| 3M | -4.3% | -0.8% | -3.5% | -4.2% |
| 6M | +2.7% | +7.1% | -4.4% | -0.8% |
| YTD | +18.5% | +34.0% | -15.5% | +2.2% |
| 1Y | +20.1% | +23.2% | -3.1% | +7.5% |
| 3Y | +61.7% | +53.6% | +8.1% | +29.2% |
| 5Y | +28.5% | -20.4% | +49.0% | +36.1% |
| 10Y | +161.6% | +23.4% | +138.2% | +132.3% |
| All | +161.6% | +20.3% | +141.3% | +132.3% |
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