+23.3%
DOC vs IFF
+31.3%
-8.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +2.3% |
| 7D | +6.5% | -11.2% | +17.6% | +11.2% |
| 30D | +9.2% | -1.8% | +10.9% | +9.5% |
| 3M | -2.5% | -1.8% | -0.7% | -2.3% |
| 6M | +7.1% | +0.6% | +6.4% | +5.9% |
| YTD | +33.0% | +24.6% | +8.4% | +17.8% |
| 1Y | +23.3% | +34.4% | -11.1% | +5.9% |
| All | +23.3% | +31.3% | -8.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling