+39.1%
DOCS vs IRM
+109.6%
-70.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.1% |
| 7D | -4.2% | -5.3% | +1.1% | -3.1% |
| 30D | +8.6% | -2.3% | +11.0% | +9.1% |
| 3M | +27.2% | -7.4% | +34.7% | +29.0% |
| 6M | +26.5% | -12.2% | +38.7% | +29.4% |
| YTD | -25.0% | +38.6% | -63.6% | -36.1% |
| 1Y | -37.0% | +14.9% | -51.9% | -41.7% |
| All | +39.1% | +109.6% | -70.5% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling