+95.3%
DOCU vs IAG
+243.0%
-147.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.2% | -8.9% | -2.0% |
| 7D | -5.5% | +21.4% | -27.0% | -6.5% |
| 30D | +12.6% | +4.0% | +8.6% | +12.3% |
| 3M | +36.4% | +17.0% | +19.4% | +34.8% |
| 6M | +66.8% | +1.4% | +65.4% | +65.8% |
| YTD | +13.5% | +13.8% | -0.3% | +11.0% |
| 1Y | +11.3% | +55.8% | -44.5% | +6.4% |
| 3Y | +92.1% | +647.4% | -555.4% | +62.0% |
| 5Y | -71.0% | +519.1% | -590.1% | -76.4% |
| All | +95.3% | +243.0% | -147.6% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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