+279.2%
DOC vs IAG
+377.5%
-98.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.6% |
| 7D | -1.5% | -0.5% | -0.9% | -1.5% |
| 30D | -4.8% | +28.9% | -33.7% | -7.1% |
| 3M | +6.9% | +19.1% | -12.3% | +4.6% |
| 6M | +20.7% | -10.3% | +31.0% | +21.0% |
| YTD | +34.1% | +24.2% | +10.0% | +29.8% |
| 1Y | +22.6% | +116.5% | -93.8% | +12.2% |
| 3Y | +20.8% | +742.8% | -722.0% | -5.1% |
| 5Y | -24.9% | +753.3% | -778.2% | -42.9% |
| 10Y | -1.8% | +403.2% | -405.0% | -26.8% |
| All | +279.2% | +377.5% | -98.2% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling