+38.1%
IJR vs DOCS
-36.0%
+74.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.6% |
| 7D | -0.2% | -1.4% | +1.3% | 0.0% |
| 30D | -2.4% | +21.8% | -24.2% | -4.8% |
| 3M | +3.9% | +27.3% | -23.4% | +0.8% |
| 6M | +12.4% | -0.3% | +12.7% | +11.1% |
| YTD | +21.5% | -40.5% | +62.0% | +26.3% |
| 1Y | +24.0% | -61.5% | +85.5% | +34.8% |
| 3Y | +49.7% | +8.2% | +41.5% | +40.7% |
| 5Y | +39.7% | -73.4% | +113.1% | +37.7% |
| All | +38.1% | -36.0% | +74.1% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling