-38.7%
DOCS vs IRM
+198.4%
-237.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -0.8% | -8.6% | +7.8% | +2.8% |
| 30D | +17.4% | -8.0% | +25.4% | +21.2% |
| 3M | +57.4% | -12.0% | +69.3% | +64.3% |
| 6M | +26.5% | -18.2% | +44.7% | +35.1% |
| YTD | -26.6% | +31.4% | -57.9% | -40.2% |
| 1Y | -48.1% | +9.2% | -57.2% | -53.2% |
| 3Y | +52.6% | +94.6% | -41.9% | -10.7% |
| 5Y | -52.1% | +170.2% | -222.2% | -78.2% |
| All | -38.7% | +198.4% | -237.0% | -72.1% |
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