-37.1%
DOCS vs IVZ
+33.7%
-70.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.5% |
| 7D | +2.6% | +6.8% | -4.2% | -1.4% |
| 30D | +11.4% | +3.5% | +7.9% | +9.0% |
| 3M | +25.4% | -10.0% | +35.4% | +32.3% |
| 6M | +42.5% | +4.5% | +38.1% | +36.3% |
| YTD | -24.7% | +12.6% | -37.3% | -32.3% |
| 1Y | -32.9% | +24.4% | -57.4% | -43.7% |
| 3Y | +39.6% | +150.6% | -111.0% | -33.8% |
| 5Y | -54.6% | +35.7% | -90.3% | -64.5% |
| All | -37.1% | +33.7% | -70.8% | -51.4% |
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