+55.8%
DOCS vs IBN
+45.2%
+10.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -4.9% |
| 7D | -1.3% | +11.7% | -13.0% | -2.9% |
| 30D | +19.4% | +16.1% | +3.3% | +16.8% |
| 3M | +53.4% | +7.0% | +46.4% | +51.5% |
| 6M | +28.8% | +26.1% | +2.7% | +24.7% |
| YTD | -25.1% | +10.1% | -35.1% | -26.0% |
| 1Y | -48.1% | +8.0% | -56.2% | -48.6% |
| All | +55.8% | +45.2% | +10.6% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling