+198.1%
DOCN vs IFF
-27.4%
+225.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.8% | +13.5% | +13.1% |
| 7D | +16.3% | -0.2% | +16.5% | +16.3% |
| 30D | +2.0% | -0.3% | +2.4% | +1.7% |
| 3M | -25.2% | +18.6% | -43.7% | -33.9% |
| 6M | +132.7% | +17.4% | +115.3% | +102.3% |
| YTD | +163.3% | +28.5% | +134.8% | +114.4% |
| 1Y | +280.3% | +32.5% | +247.8% | +200.4% |
| 3Y | +371.8% | +34.1% | +337.8% | +252.9% |
| 5Y | +87.1% | -35.2% | +122.3% | +145.5% |
| All | +198.1% | -27.4% | +225.5% | +305.6% |
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