+35.2%
IJR vs DOCS
-20.2%
+55.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.9% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +3.0% | +7.8% | -4.7% | +2.3% |
| 3M | -4.5% | +20.0% | -24.5% | -6.4% |
| 6M | +3.1% | +26.5% | -23.4% | -0.4% |
| YTD | +18.9% | -25.8% | +44.7% | +20.9% |
| 1Y | +21.7% | -39.5% | +61.2% | +26.3% |
| 3Y | +64.0% | +60.3% | +3.7% | +48.0% |
| 5Y | +27.6% | -57.0% | +84.6% | +22.5% |
| All | +35.2% | -20.2% | +55.3% | +29.3% |
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