-50.3%
DOCS vs IAG
+558.5%
-608.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.4% |
| 3M | +27.3% | +19.1% | +8.2% | +22.5% |
| 6M | -0.3% | -10.3% | +9.9% | -0.1% |
| YTD | -40.5% | +24.2% | -64.7% | -44.7% |
| 1Y | -61.5% | +116.5% | -178.0% | -68.6% |
| 3Y | +8.2% | +742.8% | -734.6% | -37.0% |
| 5Y | -73.4% | +753.3% | -826.8% | -85.6% |
| All | -50.3% | +558.5% | -608.8% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling