+111.9%
DOCN vs IAG
+449.4%
-337.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.1% | +8.5% | +4.4% |
| 7D | +27.4% | -2.1% | +29.5% | +27.7% |
| 30D | -29.7% | -6.2% | -23.6% | -28.9% |
| 3M | -32.5% | -5.1% | -27.3% | -32.0% |
| 6M | -42.2% | -10.0% | -32.2% | -41.6% |
| YTD | +87.2% | +3.9% | +83.2% | +79.3% |
| 1Y | +86.2% | +18.9% | +67.3% | +73.2% |
| 3Y | +257.4% | +651.8% | -394.3% | +123.5% |
| 5Y | -27.4% | +416.3% | -443.6% | -55.7% |
| All | +111.9% | +449.4% | -337.4% | +18.9% |
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