+23.8%
IJR vs DOCS
-51.8%
+75.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +0.4% | +17.4% | -17.0% | -1.4% |
| 3M | -6.6% | +57.4% | -63.9% | -11.9% |
| 6M | -0.3% | +26.5% | -26.8% | -4.2% |
| YTD | +15.5% | -26.6% | +42.1% | +18.0% |
| 1Y | +19.2% | -48.1% | +67.3% | +27.0% |
| 3Y | +54.6% | +52.6% | +1.9% | +36.1% |
| All | +23.8% | -51.8% | +75.6% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling