+53.6%
IGV vs DOCN
+110.0%
-56.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.6% | -7.7% | -0.2% |
| 7D | -1.3% | +3.7% | -5.0% | -2.4% |
| 30D | -8.1% | -33.7% | +25.5% | -0.5% |
| 3M | -1.6% | -27.9% | +26.3% | +3.4% |
| 6M | +12.7% | -46.4% | +59.2% | +24.5% |
| YTD | -3.3% | +81.1% | -84.4% | -24.4% |
| 1Y | -7.9% | +74.3% | -82.2% | -27.5% |
| 3Y | +40.3% | +245.8% | -205.5% | -14.0% |
| 5Y | +17.3% | -23.7% | +41.1% | -10.7% |
| All | +53.6% | +110.0% | -56.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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