-50.3%
DOCS vs IVZ
+52.9%
-103.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.4% |
| 7D | -1.4% | +0.6% | -2.1% | -1.8% |
| 30D | +21.8% | +4.0% | +17.8% | +18.8% |
| 3M | +27.3% | +18.2% | +9.1% | +14.1% |
| 6M | -0.3% | +32.8% | -33.2% | -17.4% |
| YTD | -40.5% | +28.7% | -69.2% | -50.2% |
| 1Y | -61.5% | +55.4% | -116.9% | -71.6% |
| 3Y | +8.2% | +135.2% | -127.0% | -44.3% |
| 5Y | -73.4% | +64.2% | -137.6% | -81.6% |
| All | -50.3% | +52.9% | -103.2% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling