-48.1%
DOCS vs IRM
+5.2%
-53.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.1% | +6.8% | -5.5% |
| 7D | -1.3% | -10.9% | +9.5% | -2.5% |
| 30D | +19.4% | -9.4% | +28.8% | +18.2% |
| 3M | +53.4% | -16.4% | +69.8% | +50.0% |
| 6M | +28.8% | -18.7% | +47.5% | +25.9% |
| YTD | -25.1% | +30.1% | -55.2% | -24.3% |
| 1Y | -48.1% | +8.5% | -56.7% | -45.7% |
| All | -48.1% | +5.2% | -53.4% | -45.7% |
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