-21.4%
DOC vs IFF
-31.0%
+9.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +4.9% |
| 7D | +8.7% | -3.3% | +12.0% | +9.9% |
| 30D | +7.6% | +5.3% | +2.3% | +5.5% |
| 3M | -5.3% | +8.9% | -14.2% | -8.5% |
| 6M | +27.6% | +26.3% | +1.3% | +16.4% |
| YTD | +32.4% | +32.2% | +0.2% | +18.1% |
| 1Y | +22.9% | +45.8% | -22.9% | +5.8% |
| 3Y | +43.1% | +28.9% | +14.2% | +27.1% |
| 5Y | -21.4% | -29.4% | +8.0% | -19.7% |
| All | -21.4% | -31.0% | +9.7% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling