+164.6%
DOCN vs IAG
+556.4%
-391.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.2% |
| 7D | +1.1% | -0.5% | +1.7% | +1.2% |
| 30D | -9.6% | +28.9% | -38.5% | -14.4% |
| 3M | -37.7% | +19.1% | -56.8% | -40.2% |
| 6M | +115.2% | -10.3% | +125.5% | +115.3% |
| YTD | +133.7% | +24.2% | +109.5% | +116.6% |
| 1Y | +250.2% | +116.5% | +133.7% | +189.4% |
| 3Y | +320.3% | +742.8% | -422.5% | +156.2% |
| 5Y | +53.1% | +753.3% | -700.2% | -13.7% |
| All | +164.6% | +556.4% | -391.8% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling