-21.4%
DOC vs IBN
+56.9%
-78.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.6% | +1.9% |
| 7D | +8.7% | +8.9% | -0.2% | +5.7% |
| 30D | +7.6% | +12.6% | -5.0% | +3.5% |
| 3M | -5.3% | +3.1% | -8.3% | -6.3% |
| 6M | +27.6% | +20.6% | +7.0% | +19.9% |
| YTD | +32.4% | +5.8% | +26.6% | +29.2% |
| 1Y | +22.9% | +3.7% | +19.2% | +20.6% |
| 3Y | +43.1% | +40.3% | +2.8% | +23.4% |
| 5Y | -21.4% | +58.0% | -79.4% | -35.0% |
| All | -21.4% | +56.9% | -78.2% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling