-21.4%
DOC vs IAG
+521.7%
-543.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.2% | -7.1% | +2.0% |
| 7D | +8.7% | +1.1% | +7.6% | +8.5% |
| 30D | +7.6% | -5.3% | +12.9% | +8.1% |
| 3M | -5.3% | +18.0% | -23.3% | -7.5% |
| 6M | +27.6% | +7.1% | +20.5% | +25.5% |
| YTD | +32.4% | +5.9% | +26.5% | +29.1% |
| 1Y | +22.9% | +59.4% | -36.5% | +14.1% |
| 3Y | +43.1% | +571.9% | -528.8% | +6.8% |
| 5Y | -21.4% | +513.0% | -534.4% | -43.5% |
| All | -21.4% | +521.7% | -543.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling