-48.9%
DOCS vs IBN
+57.2%
-106.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.8% | +2.6% | +4.7% |
| 7D | +1.2% | +8.9% | -7.7% | -2.5% |
| 30D | +21.3% | +12.6% | +8.7% | +15.1% |
| 3M | +58.4% | +3.1% | +55.3% | +56.0% |
| 6M | +39.3% | +20.6% | +18.7% | +27.5% |
| YTD | -21.7% | +5.8% | -27.5% | -24.2% |
| 1Y | -47.3% | +3.7% | -51.0% | -48.6% |
| 3Y | +58.2% | +40.3% | +17.9% | +21.5% |
| All | -48.9% | +57.2% | -106.1% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling