+18.5%
IP vs DOC
+43.5%
-25.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.3% |
| 7D | +3.4% | +8.7% | -5.3% | 0.0% |
| 30D | +11.2% | +7.6% | +3.6% | +7.9% |
| 3M | -14.8% | -5.3% | -9.5% | -13.0% |
| 6M | +17.3% | +27.6% | -10.3% | +6.4% |
| YTD | -6.2% | +32.4% | -38.6% | -16.5% |
| 1Y | +2.3% | +22.9% | -20.5% | -6.1% |
| All | +18.5% | +43.5% | -25.0% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling