-38.3%
DOCS vs IFF
+36.7%
-75.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -0.6% | -9.8% | +9.2% | +0.2% |
| 30D | +6.3% | -1.6% | +7.9% | +6.0% |
| 3M | +26.5% | -1.8% | +28.3% | +26.2% |
| 6M | +24.8% | +3.6% | +21.1% | +23.4% |
| YTD | -26.8% | +25.4% | -52.2% | -30.4% |
| 1Y | -38.3% | +35.4% | -73.7% | -43.6% |
| All | -38.3% | +36.7% | -75.0% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling