-69.4%
DOCU vs IAG
+421.7%
-491.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +4.1% | -7.7% | +11.7% | +4.7% |
| 30D | +7.4% | +1.6% | +5.8% | +6.9% |
| 3M | +26.0% | -2.4% | +28.4% | +25.6% |
| 6M | +79.2% | -7.8% | +87.0% | +78.8% |
| YTD | +18.1% | +5.0% | +13.0% | +14.3% |
| 1Y | +20.5% | +25.7% | -5.2% | +14.0% |
| 3Y | +96.4% | +694.5% | -598.1% | +39.7% |
| All | -69.4% | +421.7% | -491.1% | -78.2% |
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 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