-38.0%
DOCS vs IBN
+109.4%
-147.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.4% |
| 7D | 0.0% | +14.6% | -14.6% | -5.9% |
| 30D | +7.8% | +23.5% | -15.8% | -1.9% |
| 3M | +20.0% | +14.0% | +6.0% | +13.0% |
| 6M | +26.5% | +31.1% | -4.6% | +11.5% |
| YTD | -25.8% | +16.6% | -42.3% | -31.3% |
| 1Y | -39.5% | +14.9% | -54.4% | -43.6% |
| 3Y | +60.3% | +56.9% | +3.5% | +18.2% |
| 5Y | -57.0% | +69.7% | -126.7% | -71.1% |
| All | -38.0% | +109.4% | -147.3% | -61.5% |
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