-51.1%
DOCS vs IVZ
+27.2%
-78.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.0% | +3.7% | +0.1% |
| 7D | -1.3% | -6.7% | +5.3% | +2.4% |
| 30D | +19.4% | -10.9% | +30.3% | +26.8% |
| 3M | +53.4% | -14.8% | +68.2% | +66.5% |
| 6M | +28.8% | +2.4% | +26.4% | +24.7% |
| YTD | -25.1% | +5.4% | -30.5% | -29.7% |
| 1Y | -48.1% | +19.6% | -67.7% | -55.2% |
| 3Y | +51.4% | +122.4% | -71.1% | -20.0% |
| 5Y | -51.1% | +28.8% | -79.9% | -62.6% |
| All | -51.1% | +27.2% | -78.3% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling