+97.7%
DOCN vs IBN
+107.9%
-10.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.8% | -10.9% | -9.3% |
| 7D | -20.0% | +8.9% | -29.0% | -24.2% |
| 30D | -38.8% | +12.6% | -51.4% | -43.5% |
| 3M | -34.8% | +3.1% | -37.9% | -36.8% |
| 6M | -22.8% | +20.6% | -43.4% | -33.1% |
| YTD | +74.6% | +5.8% | +68.8% | +64.5% |
| 1Y | +116.4% | +3.7% | +112.8% | +106.5% |
| 3Y | +239.3% | +40.3% | +199.0% | +137.7% |
| 5Y | -20.2% | +58.0% | -78.2% | -50.2% |
| All | +97.7% | +107.9% | -10.2% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling