-37.4%
DOCS vs IBN
+97.7%
-135.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -6.1% |
| 7D | -1.3% | +11.7% | -13.0% | -6.1% |
| 30D | +19.4% | +16.1% | +3.3% | +11.7% |
| 3M | +53.4% | +7.0% | +46.4% | +48.4% |
| 6M | +28.8% | +26.1% | +2.7% | +15.4% |
| YTD | -25.1% | +10.1% | -35.1% | -28.9% |
| 1Y | -48.1% | +8.0% | -56.2% | -50.4% |
| 3Y | +51.4% | +46.0% | +5.4% | +15.7% |
| 5Y | -51.1% | +63.9% | -115.0% | -66.5% |
| All | -37.4% | +97.7% | -135.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling