-37.4%
DOCS vs IRM
+220.9%
-258.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.8% |
| 7D | +0.1% | +8.6% | -8.5% | -3.3% |
| 30D | +8.7% | 0.0% | +8.7% | +8.4% |
| 3M | +32.9% | -7.1% | +40.0% | +35.9% |
| 6M | +25.5% | -7.9% | +33.4% | +27.4% |
| YTD | -25.0% | +41.3% | -66.3% | -40.7% |
| 1Y | -34.9% | +20.7% | -55.6% | -43.8% |
| 3Y | +39.3% | +112.2% | -72.8% | -21.7% |
| 5Y | -54.8% | +191.2% | -246.0% | -80.1% |
| All | -37.4% | +220.9% | -258.3% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling