-31.1%
DOCN vs IBN
+63.6%
-94.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +4.1% | -19.9% | -18.3% |
| 7D | -29.3% | +11.7% | -41.0% | -34.6% |
| 30D | -46.0% | +16.1% | -62.1% | -51.7% |
| 3M | -43.2% | +7.0% | -50.2% | -46.6% |
| 6M | -53.7% | +26.1% | -79.8% | -61.8% |
| YTD | +46.9% | +10.1% | +36.8% | +33.4% |
| 1Y | +54.3% | +8.0% | +46.3% | +42.0% |
| 3Y | +185.5% | +46.0% | +139.5% | +78.1% |
| 5Y | -31.1% | +63.9% | -95.0% | -61.4% |
| All | -31.1% | +63.6% | -94.7% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling