+23.6%
IJR vs DOC
-22.1%
+45.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -3.2% | +6.2% | -9.4% | -5.6% |
| 30D | -1.0% | +6.5% | -7.4% | -3.7% |
| 3M | -7.4% | -6.2% | -1.1% | -5.1% |
| 6M | +0.2% | +25.6% | -25.4% | -10.5% |
| YTD | +15.3% | +32.1% | -16.7% | -0.1% |
| 1Y | +17.5% | +20.3% | -2.8% | +6.4% |
| 3Y | +52.8% | +42.7% | +10.1% | +24.2% |
| 5Y | +23.6% | -22.2% | +45.8% | +38.3% |
| All | +23.6% | -22.1% | +45.7% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling