+103.3%
DOCU vs IAG
+216.6%
-113.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +4.1% | -7.7% | +11.7% | +4.5% |
| 30D | +7.4% | +1.6% | +5.8% | +7.1% |
| 3M | +26.0% | -2.4% | +28.4% | +25.7% |
| 6M | +79.2% | -7.8% | +87.0% | +78.9% |
| YTD | +18.1% | +5.0% | +13.0% | +15.9% |
| 1Y | +20.5% | +25.7% | -5.2% | +16.8% |
| 3Y | +96.4% | +694.5% | -598.1% | +64.8% |
| 5Y | -69.5% | +421.7% | -491.2% | -75.1% |
| All | +103.3% | +216.6% | -113.4% | +77.8% |
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