+63.0%
IJR vs DOCS
+38.9%
+24.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.6% |
| 7D | -0.4% | -4.2% | +3.8% | -0.1% |
| 30D | +3.5% | +8.6% | -5.1% | +2.9% |
| 3M | -3.8% | +27.2% | -31.0% | -5.7% |
| 6M | +4.3% | +26.5% | -22.2% | +1.6% |
| YTD | +19.4% | -25.0% | +44.4% | +21.8% |
| 1Y | +20.5% | -37.0% | +57.5% | +25.0% |
| All | +63.0% | +38.9% | +24.2% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling