-37.4%
DOCS vs IRM
+195.5%
-232.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.1% | +6.8% | +0.3% |
| 7D | -1.3% | -10.9% | +9.5% | +3.3% |
| 30D | +19.4% | -9.4% | +28.8% | +24.0% |
| 3M | +53.4% | -16.4% | +69.8% | +63.9% |
| 6M | +28.8% | -18.7% | +47.5% | +37.9% |
| YTD | -25.1% | +30.1% | -55.2% | -38.7% |
| 1Y | -48.1% | +8.5% | -56.7% | -53.2% |
| 3Y | +51.4% | +88.0% | -36.7% | -9.5% |
| 5Y | -51.1% | +167.6% | -218.7% | -77.7% |
| All | -37.4% | +195.5% | -232.9% | -71.4% |
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 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