-27.4%
DOCN vs IVZ
+35.0%
-62.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.8% |
| 7D | +27.4% | +5.1% | +22.3% | +22.0% |
| 30D | -29.7% | -1.6% | -28.2% | -28.1% |
| 3M | -32.5% | -9.1% | -23.3% | -26.2% |
| 6M | -42.2% | +1.8% | -43.9% | -43.2% |
| YTD | +87.2% | +10.8% | +76.3% | +69.0% |
| 1Y | +86.2% | +19.1% | +67.1% | +57.5% |
| 3Y | +257.4% | +144.4% | +113.0% | +51.2% |
| 5Y | -27.4% | +33.6% | -60.9% | -46.0% |
| All | -27.4% | +35.0% | -62.4% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling