-16.1%
IP vs DOC
-24.5%
+8.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.0% |
| 7D | -5.3% | -1.5% | -3.8% | -4.7% |
| 30D | -10.9% | -4.8% | -6.1% | -9.0% |
| 3M | +11.2% | +6.9% | +4.3% | +8.1% |
| 6M | -10.2% | +20.7% | -31.0% | -17.5% |
| YTD | -2.0% | +34.1% | -36.1% | -14.3% |
| 1Y | -19.1% | +22.6% | -41.7% | -26.5% |
| 3Y | +20.9% | +20.8% | 0.0% | +8.8% |
| All | -16.1% | -24.5% | +8.4% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling