-61.5%
DOCS vs IVZ
+56.4%
-118.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | -1.4% | +0.6% | -2.1% | -1.6% |
| 30D | +21.8% | +4.0% | +17.8% | +20.5% |
| 3M | +27.3% | +18.2% | +9.1% | +20.7% |
| 6M | -0.3% | +32.8% | -33.2% | -8.9% |
| YTD | -40.5% | +28.7% | -69.2% | -45.2% |
| 1Y | -61.5% | +55.4% | -116.9% | -68.1% |
| All | -61.5% | +56.4% | -118.0% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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