+763.1%
DOC vs IBN
+1,491.4%
-728.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | 0.0% |
| 7D | -1.5% | -2.2% | +0.7% | -1.0% |
| 30D | -3.7% | -2.3% | -1.4% | -3.2% |
| 3M | +5.2% | +15.9% | -10.6% | +1.4% |
| 6M | +22.5% | +5.6% | +16.9% | +20.7% |
| YTD | +33.2% | -0.1% | +33.3% | +32.9% |
| 1Y | +19.8% | -6.5% | +26.4% | +21.4% |
| 3Y | +23.8% | +29.3% | -5.5% | +14.8% |
| 5Y | -25.4% | +56.6% | -81.9% | -34.6% |
| 10Y | -3.8% | +314.4% | -318.1% | -36.7% |
| All | +763.1% | +1,491.4% | -728.4% | +300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling