+104.3%
IVV vs DOCN
+70.4%
+33.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -15.9% | +11.4% | -2.6% |
| 7D | -4.8% | -29.3% | +24.5% | -1.0% |
| 30D | -5.9% | -46.0% | +40.1% | +0.5% |
| 3M | -4.5% | -43.2% | +38.7% | +0.8% |
| 6M | +1.8% | -53.7% | +55.6% | +9.1% |
| YTD | +8.4% | +46.9% | -38.6% | -2.3% |
| 1Y | +9.4% | +54.3% | -44.9% | -2.2% |
| 3Y | +75.3% | +185.5% | -110.3% | +38.7% |
| 5Y | +67.8% | -31.1% | +98.9% | +42.6% |
| All | +104.3% | +70.4% | +33.9% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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