-48.9%
DOCS vs IAG
+513.0%
-561.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.2% | -3.9% | +4.4% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | +21.3% | -5.3% | +26.6% | +22.3% |
| 3M | +58.4% | +18.0% | +40.3% | +53.3% |
| 6M | +39.3% | +7.1% | +32.2% | +35.8% |
| YTD | -21.7% | +5.9% | -27.6% | -25.5% |
| 1Y | -47.3% | +59.4% | -106.7% | -54.4% |
| 3Y | +58.2% | +571.9% | -513.8% | -6.3% |
| All | -48.9% | +513.0% | -561.9% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling