+70.5%
DOCN vs IVZ
+41.2%
+29.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -19.2% | -2.4% | -16.7% | -17.3% |
| 30D | -43.1% | -11.2% | -31.8% | -37.0% |
| 3M | -40.7% | -14.0% | -26.7% | -32.8% |
| 6M | -55.0% | +0.5% | -55.4% | -55.1% |
| YTD | +50.6% | +5.4% | +45.2% | +43.6% |
| 1Y | +54.0% | +19.5% | +34.5% | +32.9% |
| 3Y | +203.9% | +128.7% | +75.2% | +56.2% |
| 5Y | -29.4% | +28.8% | -58.1% | -51.2% |
| All | +70.5% | +41.2% | +29.4% | +13.3% |
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