-37.1%
DOCS vs IFF
-37.2%
+0.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | 0.0% |
| 7D | +2.6% | -1.8% | +4.3% | +3.3% |
| 30D | +11.4% | -9.4% | +20.9% | +15.6% |
| 3M | +25.4% | -3.0% | +28.4% | +26.1% |
| 6M | +42.5% | +5.8% | +36.7% | +37.9% |
| YTD | -24.7% | +22.4% | -47.1% | -33.8% |
| 1Y | -32.9% | +23.0% | -56.0% | -41.3% |
| 3Y | +39.6% | +21.8% | +17.8% | +16.5% |
| 5Y | -54.6% | -39.2% | -15.4% | -45.7% |
| All | -37.1% | -37.2% | +0.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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