-38.0%
DOCS vs IAG
+537.9%
-575.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.6% | +0.1% |
| 7D | 0.0% | +24.0% | -24.0% | -3.9% |
| 30D | +7.8% | +5.5% | +2.2% | +6.4% |
| 3M | +20.0% | +8.3% | +11.7% | +17.4% |
| 6M | +26.5% | +6.1% | +20.4% | +23.6% |
| YTD | -25.8% | +20.3% | -46.1% | -31.0% |
| 1Y | -39.5% | +56.5% | -95.9% | -46.8% |
| 3Y | +60.3% | +762.6% | -702.3% | -7.1% |
| 5Y | -57.0% | +546.3% | -603.3% | -76.4% |
| All | -38.0% | +537.9% | -575.9% | -69.6% |
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