+27.6%
DOC vs IFF
+26.0%
+1.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +5.5% |
| 7D | +8.7% | -3.3% | +12.0% | +10.2% |
| 30D | +7.6% | +5.3% | +2.3% | +4.4% |
| 3M | -5.3% | +8.9% | -14.2% | -10.1% |
| 6M | +27.6% | +26.3% | +1.3% | +7.7% |
| All | +27.6% | +26.0% | +1.6% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling