-50.3%
DOCS vs IBN
+84.1%
-134.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.5% |
| 7D | -1.4% | +1.4% | -2.8% | -2.0% |
| 30D | +21.8% | -0.3% | +22.2% | +21.7% |
| 3M | +27.3% | +17.1% | +10.2% | +18.4% |
| 6M | -0.3% | +3.4% | -3.7% | -2.2% |
| YTD | -40.5% | +2.5% | -43.0% | -41.7% |
| 1Y | -61.5% | -4.2% | -57.4% | -61.2% |
| 3Y | +8.2% | +32.4% | -24.2% | -13.1% |
| 5Y | -73.4% | +59.2% | -132.6% | -81.6% |
| All | -50.3% | +84.1% | -134.4% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling