-73.2%
DOCS vs IAG
+764.1%
-837.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.4% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +21.8% | +28.9% | -7.1% | +16.5% |
| 3M | +27.3% | +19.1% | +8.2% | +22.6% |
| 6M | -0.3% | -10.3% | +9.9% | -0.2% |
| YTD | -40.5% | +24.2% | -64.7% | -44.7% |
| 1Y | -61.5% | +116.5% | -178.0% | -68.5% |
| 3Y | +8.2% | +742.8% | -734.6% | -36.4% |
| All | -73.2% | +764.1% | -837.3% | -84.4% |
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