-27.5%
DOCN vs IAG
+421.7%
-449.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.2% | -4.4% |
| 7D | +19.1% | -7.7% | +26.8% | +20.9% |
| 30D | -21.0% | +1.6% | -22.6% | -21.5% |
| 3M | -34.7% | -2.4% | -32.3% | -34.7% |
| 6M | -45.8% | -7.8% | -37.9% | -45.5% |
| YTD | +79.4% | +5.0% | +74.4% | +71.0% |
| 1Y | +91.0% | +25.7% | +65.3% | +74.7% |
| 3Y | +237.5% | +694.5% | -457.0% | +103.0% |
| All | -27.5% | +421.7% | -449.2% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling