-61.5%
DOCS vs IRM
+34.4%
-95.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.6% |
| 7D | -1.4% | -0.5% | -1.0% | -1.5% |
| 30D | +21.8% | -8.1% | +29.9% | +20.8% |
| 3M | +27.3% | -9.7% | +37.0% | +26.2% |
| 6M | -0.3% | +10.0% | -10.3% | -1.2% |
| YTD | -40.5% | +43.0% | -83.5% | -42.7% |
| 1Y | -61.5% | +32.7% | -94.2% | -60.4% |
| All | -61.5% | +34.4% | -95.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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