-54.8%
DOCS vs IFF
-37.3%
-17.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -4.2% | -5.7% | +1.5% | -1.8% |
| 30D | +8.6% | -2.7% | +11.4% | +9.4% |
| 3M | +27.2% | -2.3% | +29.5% | +27.7% |
| 6M | +26.5% | +6.0% | +20.5% | +22.3% |
| YTD | -25.0% | +24.6% | -49.6% | -34.9% |
| 1Y | -37.0% | +29.4% | -66.4% | -46.5% |
| 3Y | +39.4% | +23.1% | +16.3% | +14.6% |
| All | -54.8% | -37.3% | -17.5% | -42.1% |
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 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