+84.2%
DOCN vs IVZ
+50.7%
+33.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.8% | +1.3% | +2.7% |
| 7D | -12.8% | +4.1% | -16.9% | -15.2% |
| 30D | -41.9% | -2.0% | -39.9% | -40.4% |
| 3M | -36.9% | -7.8% | -29.1% | -32.2% |
| 6M | -52.2% | +6.3% | -58.6% | -54.4% |
| YTD | +62.7% | +12.6% | +50.2% | +47.6% |
| 1Y | +58.2% | +27.6% | +30.6% | +29.9% |
| 3Y | +219.5% | +154.0% | +65.4% | +51.7% |
| 5Y | -32.9% | +37.3% | -70.2% | -55.9% |
| All | +84.2% | +50.7% | +33.5% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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