-37.4%
DOCS vs IVZ
+31.6%
-69.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | +0.1% | +5.1% | -5.1% | -2.9% |
| 30D | +8.7% | -1.6% | +10.2% | +9.4% |
| 3M | +32.9% | -9.1% | +42.0% | +39.4% |
| 6M | +25.5% | +1.8% | +23.7% | +21.9% |
| YTD | -25.0% | +10.8% | -35.9% | -32.0% |
| 1Y | -34.9% | +19.1% | -54.0% | -43.8% |
| 3Y | +39.3% | +144.4% | -105.1% | -32.8% |
| 5Y | -54.8% | +33.6% | -88.4% | -64.3% |
| All | -37.4% | +31.6% | -69.0% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling