-37.4%
DOCS vs IAG
+451.1%
-488.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.1% | +0.9% |
| 7D | +0.1% | -2.1% | +2.1% | +0.3% |
| 30D | +8.7% | -6.2% | +14.9% | +9.5% |
| 3M | +32.9% | -5.1% | +38.0% | +33.0% |
| 6M | +25.5% | -10.0% | +35.5% | +26.2% |
| YTD | -25.0% | +3.9% | -29.0% | -28.4% |
| 1Y | -34.9% | +18.9% | -53.7% | -39.6% |
| 3Y | +39.3% | +651.8% | -612.4% | -17.3% |
| 5Y | -54.8% | +416.3% | -471.1% | -74.3% |
| All | -37.4% | +451.1% | -488.5% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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