+20.3%
DOC vs IAG
+42.5%
-22.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +6.2% | +4.5% | +1.7% | +5.6% |
| 30D | +6.5% | -5.7% | +12.1% | +6.9% |
| 3M | -6.2% | +10.1% | -16.4% | -7.6% |
| 6M | +25.6% | +7.3% | +18.3% | +23.6% |
| YTD | +32.1% | +6.1% | +26.0% | +30.4% |
| 1Y | +20.3% | +46.8% | -26.5% | +13.8% |
| All | +20.3% | +42.5% | -22.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling