+66.4%
DOCN vs IVZ
+41.2%
+25.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -8.0% | -7.8% | -9.6% |
| 7D | -29.3% | -6.7% | -22.6% | -25.0% |
| 30D | -46.0% | -10.9% | -35.2% | -40.5% |
| 3M | -43.2% | -14.8% | -28.4% | -35.2% |
| 6M | -53.7% | +2.4% | -56.1% | -54.5% |
| YTD | +46.9% | +5.4% | +41.5% | +40.1% |
| 1Y | +54.3% | +19.6% | +34.8% | +33.2% |
| 3Y | +185.5% | +122.4% | +63.1% | +49.9% |
| 5Y | -31.1% | +28.8% | -59.9% | -52.4% |
| All | +66.4% | +41.2% | +25.2% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling