-34.9%
DOCS vs IFF
+26.2%
-61.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.2% |
| 7D | +0.1% | -6.9% | +7.0% | +0.7% |
| 30D | +8.7% | -8.9% | +17.5% | +9.3% |
| 3M | +32.9% | -3.7% | +36.5% | +32.6% |
| 6M | +25.5% | +3.5% | +22.1% | +24.7% |
| YTD | -25.0% | +21.2% | -46.2% | -28.4% |
| 1Y | -34.9% | +25.6% | -60.5% | -39.2% |
| All | -34.9% | +26.2% | -61.0% | -39.2% |
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