-83.7%
IRE vs DOC
+16.4%
-100.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +15.1% |
| 7D | +54.8% | -1.5% | +56.3% | +56.0% |
| 30D | +18.4% | -4.8% | +23.2% | +22.3% |
| 3M | -66.7% | +6.9% | -73.6% | -70.8% |
| 6M | -52.3% | +20.7% | -73.1% | -64.1% |
| YTD | -52.3% | +34.1% | -86.5% | -66.5% |
| All | -83.7% | +16.4% | -100.1% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling