-54.2%
DOCS vs IAG
+515.1%
-569.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.2% | -9.2% | -3.4% |
| 7D | -0.8% | +21.4% | -22.2% | -4.4% |
| 30D | +17.4% | +4.0% | +13.4% | +16.3% |
| 3M | +57.4% | +17.0% | +40.3% | +52.3% |
| 6M | +26.5% | +1.4% | +25.1% | +24.6% |
| YTD | -26.6% | +13.8% | -40.3% | -31.1% |
| 1Y | -48.1% | +55.8% | -103.9% | -54.7% |
| 3Y | +52.6% | +647.4% | -594.8% | -11.3% |
| All | -54.2% | +515.1% | -569.3% | -74.7% |
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