+70.5%
DOCN vs IAG
+501.3%
-430.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.2% | -4.7% | +1.1% |
| 7D | -19.2% | +21.4% | -40.6% | -22.5% |
| 30D | -43.1% | +4.0% | -47.1% | -43.5% |
| 3M | -40.7% | +17.0% | -57.7% | -42.8% |
| 6M | -55.0% | +1.4% | -56.4% | -55.5% |
| YTD | +50.6% | +13.8% | +36.9% | +41.9% |
| 1Y | +54.0% | +55.8% | -1.9% | +35.6% |
| 3Y | +203.9% | +647.4% | -443.5% | +89.8% |
| 5Y | -29.4% | +519.1% | -548.5% | -58.1% |
| All | +70.5% | +501.3% | -430.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling