-48.1%
DOCS vs IAG
+42.5%
-90.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -1.3% | +4.5% | -5.9% | -1.8% |
| 30D | +19.4% | -5.7% | +25.1% | +19.6% |
| 3M | +53.4% | +10.1% | +43.3% | +51.9% |
| 6M | +28.8% | +7.3% | +21.5% | +27.9% |
| YTD | -25.1% | +6.1% | -31.2% | -25.6% |
| 1Y | -48.1% | +46.8% | -95.0% | -46.9% |
| All | -48.1% | +42.5% | -90.7% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling