+70.5%
DOCN vs IFF
-29.6%
+100.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +4.8% |
| 7D | -19.2% | -11.2% | -8.0% | -13.8% |
| 30D | -43.1% | -1.8% | -41.3% | -43.0% |
| 3M | -40.7% | -1.8% | -38.9% | -41.0% |
| 6M | -55.0% | +0.6% | -55.6% | -56.6% |
| YTD | +50.6% | +24.6% | +26.1% | +23.6% |
| 1Y | +54.0% | +34.4% | +19.6% | +18.9% |
| 3Y | +203.9% | +22.1% | +181.8% | +139.5% |
| 5Y | -29.4% | -34.3% | +4.9% | -5.3% |
| All | +70.5% | -29.6% | +100.1% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling