-37.4%
DOCS vs IBN
+14.7%
-52.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +1.0% |
| 7D | 0.0% | +14.6% | -14.6% | -1.2% |
| 30D | +7.8% | +23.5% | -15.8% | +5.9% |
| 3M | +20.0% | +14.0% | +6.0% | +17.8% |
| 6M | +26.5% | +31.1% | -4.6% | +26.0% |
| YTD | -25.8% | +16.6% | -42.3% | -26.7% |
| All | -37.4% | +14.7% | -52.2% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling