-70.5%
DOCU vs IAG
+514.0%
-584.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -3.2% | +4.5% | -7.8% | -3.6% |
| 30D | +15.7% | -5.7% | +21.3% | +16.0% |
| 3M | +37.3% | +10.1% | +27.1% | +35.4% |
| 6M | +63.1% | +7.3% | +55.8% | +60.2% |
| YTD | +15.4% | +6.1% | +9.3% | +11.8% |
| 1Y | +11.3% | +46.8% | -35.5% | +3.5% |
| 3Y | +92.1% | +573.1% | -481.0% | +40.8% |
| 5Y | -70.5% | +477.6% | -548.1% | -80.1% |
| All | -70.5% | +514.0% | -584.5% | -80.1% |
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