+72.2%
DOCU vs IAG
+274.4%
-202.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.2% |
| 3M | +34.3% | +19.1% | +15.2% | +32.6% |
| 6M | +48.0% | -10.3% | +58.3% | +48.2% |
| YTD | 0.0% | +24.2% | -24.2% | -2.5% |
| 1Y | -10.3% | +116.5% | -126.8% | -16.1% |
| 3Y | +32.4% | +742.8% | -710.4% | +11.0% |
| 5Y | -77.9% | +753.3% | -831.3% | -82.2% |
| All | +72.2% | +274.4% | -202.2% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling