-51.1%
DOCS vs IRM
+173.7%
-224.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.1% |
| 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% | -38.8% |
| 1Y | -48.1% | +8.5% | -56.7% | -53.2% |
| 3Y | +51.4% | +88.0% | -36.7% | -11.0% |
| 5Y | -51.1% | +167.6% | -218.7% | -79.0% |
| All | -51.1% | +173.7% | -224.8% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling