+29.2%
IGV vs DOCS
-21.3%
+50.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -11.0% | +6.3% | -17.2% | -11.9% |
| 3M | -4.5% | +26.5% | -30.9% | -8.5% |
| 6M | +10.1% | +24.8% | -14.7% | +3.9% |
| YTD | -5.1% | -26.8% | +21.7% | -2.3% |
| 1Y | -10.2% | -38.3% | +28.1% | -5.1% |
| 3Y | +37.7% | +36.0% | +1.7% | +19.9% |
| 5Y | +15.7% | -55.0% | +70.7% | +10.6% |
| All | +29.2% | -21.3% | +50.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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