+25.9%
IWM vs DOCS
-21.0%
+47.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | -2.0% | -0.8% | -1.3% | -1.9% |
| 30D | -1.5% | +17.4% | -18.9% | -3.3% |
| 3M | -8.0% | +57.4% | -65.4% | -13.5% |
| 6M | -4.1% | +26.5% | -30.6% | -8.1% |
| YTD | +11.9% | -26.6% | +38.5% | +14.3% |
| 1Y | +15.0% | -48.1% | +63.1% | +22.6% |
| 3Y | +64.2% | +52.6% | +11.6% | +45.4% |
| 5Y | +20.4% | -52.1% | +72.5% | +15.1% |
| All | +25.9% | -21.0% | +47.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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