-4.4%
DOC vs IBN
+335.2%
-339.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -1.5% | +1.4% | -2.9% | -1.9% |
| 30D | -4.8% | -0.3% | -4.4% | -4.7% |
| 3M | +6.9% | +17.1% | -10.2% | +1.9% |
| 6M | +20.7% | +3.4% | +17.3% | +19.3% |
| YTD | +34.1% | +2.5% | +31.6% | +32.7% |
| 1Y | +22.6% | -4.2% | +26.8% | +23.5% |
| 3Y | +20.8% | +32.4% | -11.6% | +9.2% |
| 5Y | -24.9% | +59.2% | -84.0% | -36.6% |
| All | -4.4% | +335.2% | -339.6% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling