+34.7%
IGV vs DOCS
-36.0%
+70.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.5% | -1.7% |
| 7D | -4.5% | -1.4% | -3.1% | -4.2% |
| 30D | +3.2% | +21.8% | -18.6% | -1.1% |
| 3M | +4.5% | +27.3% | -22.8% | -0.7% |
| 6M | +22.1% | -0.3% | +22.5% | +20.0% |
| YTD | -1.0% | -40.5% | +39.5% | +5.8% |
| 1Y | -2.1% | -61.5% | +59.4% | +12.3% |
| 3Y | +44.6% | +8.2% | +36.4% | +30.8% |
| 5Y | +22.2% | -73.4% | +95.6% | +22.1% |
| All | +34.7% | -36.0% | +70.6% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling