+25.9%
IWM vs DOCN
-21.6%
+47.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.6% | -8.7% | -0.8% |
| 7D | -0.3% | +3.7% | -4.1% | -1.2% |
| 30D | +1.9% | -33.7% | +35.5% | +8.3% |
| 3M | -5.7% | -27.9% | +22.2% | -2.1% |
| 6M | -0.3% | -46.4% | +46.2% | +7.6% |
| YTD | +15.8% | +81.1% | -65.3% | -5.2% |
| 1Y | +17.1% | +74.3% | -57.2% | -3.5% |
| 3Y | +73.1% | +245.8% | -172.8% | +17.1% |
| 5Y | +25.9% | -23.7% | +49.6% | -0.8% |
| All | +25.9% | -21.6% | +47.4% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling