-69.7%
DOCU vs IAG
+427.4%
-497.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.4% |
| 7D | +1.6% | -2.1% | +3.6% | +1.6% |
| 30D | +10.8% | -6.2% | +17.0% | +11.1% |
| 3M | +38.0% | -5.1% | +43.1% | +37.8% |
| 6M | +77.4% | -10.0% | +87.4% | +77.4% |
| YTD | +17.2% | +3.9% | +13.2% | +13.5% |
| 1Y | +15.6% | +18.9% | -3.3% | +10.0% |
| 3Y | +95.6% | +651.8% | -556.2% | +40.2% |
| 5Y | -69.7% | +416.3% | -486.0% | -78.5% |
| All | -69.7% | +427.4% | -497.1% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling