+55.8%
DOCS vs IVZ
+122.1%
-66.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.0% | +3.7% | -1.3% |
| 7D | -1.3% | -6.7% | +5.3% | +1.2% |
| 30D | +19.4% | -10.9% | +30.3% | +24.5% |
| 3M | +53.4% | -14.8% | +68.2% | +62.4% |
| 6M | +28.8% | +2.4% | +26.4% | +26.1% |
| YTD | -25.1% | +5.4% | -30.5% | -28.0% |
| 1Y | -48.1% | +19.6% | -67.7% | -53.0% |
| All | +55.8% | +122.1% | -66.3% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling