+87.1%
DOCN vs IBN
+132.0%
-44.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +0.9% |
| 7D | -12.1% | +15.8% | -27.9% | -19.6% |
| 30D | -41.0% | +25.1% | -66.1% | -48.8% |
| 3M | -38.7% | +16.0% | -54.7% | -44.6% |
| 6M | -51.5% | +32.8% | -84.3% | -60.2% |
| YTD | +65.3% | +18.0% | +47.2% | +45.9% |
| 1Y | +53.9% | +15.9% | +38.0% | +37.4% |
| 3Y | +215.6% | +57.6% | +157.9% | +105.7% |
| 5Y | -26.2% | +74.7% | -100.8% | -56.8% |
| All | +87.1% | +132.0% | -44.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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