+274.3%
DOC vs IAG
+307.3%
-33.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.2% | -7.1% | +2.2% |
| 7D | +8.7% | +1.1% | +7.6% | +8.5% |
| 30D | +7.6% | -5.3% | +12.9% | +8.0% |
| 3M | -5.3% | +18.0% | -23.3% | -7.1% |
| 6M | +27.6% | +7.1% | +20.5% | +25.9% |
| YTD | +32.4% | +5.9% | +26.5% | +29.7% |
| 1Y | +22.9% | +59.4% | -36.5% | +15.7% |
| 3Y | +43.1% | +571.9% | -528.8% | +14.7% |
| 5Y | -21.4% | +513.0% | -534.4% | -38.5% |
| 10Y | +16.8% | +315.0% | -298.1% | -11.2% |
| All | +274.3% | +307.3% | -33.0% | +134.6% |
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