+30.9%
DOCU vs IAG
+746.3%
-715.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +3.8% |
| 7D | +6.9% | -0.5% | +7.4% | +6.9% |
| 30D | +19.0% | +28.9% | -9.9% | +17.5% |
| 3M | +34.3% | +19.1% | +15.2% | +33.2% |
| 6M | +48.0% | -10.3% | +58.3% | +49.1% |
| YTD | 0.0% | +24.2% | -24.2% | -2.5% |
| 1Y | -10.3% | +116.5% | -126.8% | -17.0% |
| All | +30.9% | +746.3% | -715.4% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling