-54.2%
DOCS vs IFF
-34.6%
-19.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.2% |
| 7D | -0.8% | -11.2% | +10.4% | +4.2% |
| 30D | +17.4% | -1.8% | +19.2% | +17.7% |
| 3M | +57.4% | -1.8% | +59.2% | +57.9% |
| 6M | +26.5% | +0.6% | +25.9% | +24.9% |
| YTD | -26.6% | +24.6% | -51.1% | -36.4% |
| 1Y | -48.1% | +34.4% | -82.4% | -56.8% |
| 3Y | +52.6% | +22.1% | +30.6% | +25.9% |
| All | -54.2% | -34.6% | -19.7% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling