+5.5%
IYR vs DOCS
-73.4%
+78.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.5% |
| 7D | -1.2% | -1.4% | +0.2% | -1.1% |
| 30D | -2.9% | +21.8% | -24.7% | -4.7% |
| 3M | +0.8% | +27.3% | -26.5% | -1.6% |
| 6M | +1.9% | -0.3% | +2.2% | +1.0% |
| YTD | +9.6% | -40.5% | +50.1% | +13.2% |
| 1Y | +8.1% | -61.5% | +69.6% | +15.7% |
| 3Y | +29.2% | +8.2% | +21.0% | +20.8% |
| All | +5.5% | -73.4% | +78.9% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling