+324.3%
DOCN vs IFF
+32.8%
+291.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +1.1% | -1.8% | +3.0% | +1.8% |
| 30D | -9.6% | -2.0% | -7.7% | -9.2% |
| 3M | -37.7% | +18.5% | -56.2% | -43.1% |
| 6M | +115.2% | +11.7% | +103.5% | +100.2% |
| YTD | +133.7% | +29.6% | +104.2% | +98.5% |
| 1Y | +250.2% | +35.0% | +215.2% | +187.5% |
| All | +324.3% | +32.8% | +291.5% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling