+22.3%
DOC vs IFF
+32.8%
-10.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.5% | -1.8% | +0.3% | -0.7% |
| 30D | -4.8% | -2.0% | -2.8% | -4.0% |
| 3M | +6.9% | +18.5% | -11.7% | -1.3% |
| 6M | +20.7% | +11.7% | +9.1% | +13.3% |
| YTD | +34.1% | +29.6% | +4.6% | +17.8% |
| 1Y | +22.6% | +35.0% | -12.3% | +5.6% |
| All | +22.3% | +32.8% | -10.5% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling