+27.6%
DOC vs IAG
+6.5%
+21.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.2% | -7.1% | +1.5% |
| 7D | +8.7% | +1.1% | +7.6% | +8.3% |
| 30D | +7.6% | -5.3% | +12.9% | +8.3% |
| 3M | -5.3% | +18.0% | -23.3% | -9.6% |
| 6M | +27.6% | +7.1% | +20.5% | +22.9% |
| All | +27.6% | +6.5% | +21.1% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling