+84.2%
DOCN vs IFF
-28.0%
+112.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.2% | +5.8% | +6.9% |
| 7D | -12.8% | -10.8% | -2.0% | -7.2% |
| 30D | -41.9% | -0.1% | -41.8% | -42.3% |
| 3M | -36.9% | -1.2% | -35.7% | -37.3% |
| 6M | -52.2% | +5.2% | -57.5% | -55.1% |
| YTD | +62.7% | +27.3% | +35.4% | +32.1% |
| 1Y | +58.2% | +39.2% | +19.0% | +19.8% |
| 3Y | +219.5% | +26.1% | +193.3% | +147.2% |
| 5Y | -32.9% | -37.0% | +4.2% | -9.6% |
| All | +84.2% | -28.0% | +112.3% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling