+116.4%
DOCN vs IFF
+44.8%
+71.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.9% | -2.3% | -7.1% |
| 7D | -20.0% | -3.3% | -16.7% | -20.0% |
| 30D | -38.8% | +5.3% | -44.1% | -39.0% |
| 3M | -34.8% | +8.9% | -43.7% | -35.4% |
| 6M | -22.8% | +26.3% | -49.1% | -25.4% |
| YTD | +74.6% | +32.2% | +42.4% | +65.4% |
| 1Y | +116.4% | +45.8% | +70.7% | +99.7% |
| All | +116.4% | +44.8% | +71.6% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling