+34.1%
IJR vs DOCS
-19.0%
+53.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.2% | +2.6% | -0.4% | +1.9% |
| 30D | +3.8% | +11.4% | -7.6% | +2.7% |
| 3M | -5.7% | +25.4% | -31.1% | -8.0% |
| 6M | +4.6% | +42.5% | -37.9% | -0.1% |
| YTD | +18.0% | -24.7% | +42.7% | +19.7% |
| 1Y | +21.8% | -32.9% | +54.7% | +25.1% |
| 3Y | +61.1% | +39.6% | +21.5% | +47.8% |
| 5Y | +27.3% | -54.6% | +82.0% | +22.0% |
| All | +34.1% | -19.0% | +53.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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