+40.1%
IWM vs DOCN
+108.0%
-67.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | +0.4% |
| 7D | +1.4% | +19.1% | -17.7% | -1.5% |
| 30D | +2.3% | -21.0% | +23.3% | +5.5% |
| 3M | -8.3% | -34.7% | +26.4% | -3.3% |
| 6M | -1.3% | -45.8% | +44.4% | +5.8% |
| YTD | +13.5% | +79.4% | -65.9% | -5.4% |
| 1Y | +18.4% | +91.0% | -72.6% | -2.6% |
| 3Y | +69.6% | +237.5% | -167.8% | +19.6% |
| 5Y | +23.3% | -30.4% | +53.7% | -2.4% |
| All | +40.1% | +108.0% | -67.9% | +3.2% |
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