+203.9%
DOCN vs IFF
+22.4%
+181.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +3.9% |
| 7D | -19.2% | -11.2% | -8.0% | -16.0% |
| 30D | -43.1% | -1.8% | -41.3% | -43.0% |
| 3M | -40.7% | -1.8% | -38.9% | -40.9% |
| 6M | -55.0% | +0.6% | -55.6% | -55.9% |
| YTD | +50.6% | +24.6% | +26.1% | +30.4% |
| 1Y | +54.0% | +34.4% | +19.6% | +26.5% |
| 3Y | +203.9% | +22.1% | +181.8% | +148.9% |
| All | +203.9% | +22.4% | +181.5% | +148.9% |
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