-32.9%
DOCS vs IVZ
+22.9%
-55.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -0.2% |
| 7D | +2.6% | +7.6% | -5.1% | +0.6% |
| 30D | +11.4% | +4.3% | +7.1% | +10.4% |
| 3M | +25.4% | -9.3% | +34.7% | +27.5% |
| 6M | +42.5% | +5.2% | +37.3% | +39.3% |
| YTD | -24.7% | +13.4% | -38.2% | -26.8% |
| 1Y | -32.9% | +25.4% | -58.3% | -35.6% |
| All | -32.9% | +22.9% | -55.8% | -35.6% |
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