+70.5%
DOCN vs IRM
+264.7%
-194.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.6% | +1.8% |
| 7D | -19.2% | -8.6% | -10.5% | -13.3% |
| 30D | -43.1% | -8.0% | -35.1% | -38.8% |
| 3M | -40.7% | -12.0% | -28.7% | -34.2% |
| 6M | -55.0% | -18.2% | -36.8% | -47.7% |
| YTD | +50.6% | +31.4% | +19.3% | +28.1% |
| 1Y | +54.0% | +9.2% | +44.8% | +47.6% |
| 3Y | +203.9% | +94.6% | +109.3% | +80.5% |
| 5Y | -29.4% | +170.2% | -199.5% | -66.3% |
| All | +70.5% | +264.7% | -194.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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