+66.4%
DOCN vs IAG
+460.9%
-394.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.2% | -16.0% | -15.9% |
| 7D | -29.3% | +4.5% | -33.8% | -30.0% |
| 30D | -46.0% | -5.7% | -40.4% | -45.4% |
| 3M | -43.2% | +10.1% | -53.3% | -44.5% |
| 6M | -53.7% | +7.3% | -61.0% | -54.7% |
| YTD | +46.9% | +6.1% | +40.8% | +40.4% |
| 1Y | +54.3% | +46.8% | +7.5% | +37.7% |
| 3Y | +185.5% | +573.1% | -387.5% | +82.1% |
| 5Y | -31.1% | +477.6% | -508.7% | -58.5% |
| All | +66.4% | +460.9% | -394.5% | -6.9% |
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 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