+324.3%
DOCN vs IVZ
+136.1%
+188.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +1.9% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | -9.6% | +4.0% | -13.6% | -12.2% |
| 3M | -37.7% | +18.2% | -55.9% | -45.4% |
| 6M | +115.2% | +32.8% | +82.4% | +70.9% |
| YTD | +133.7% | +28.7% | +105.0% | +88.5% |
| 1Y | +250.2% | +55.4% | +194.8% | +142.3% |
| All | +324.3% | +136.1% | +188.2% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling