+102.6%
DOCU vs IAG
+219.4%
-116.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.2% | -10.0% | -0.4% |
| 7D | -3.7% | +1.1% | -4.8% | -3.8% |
| 30D | +15.0% | -5.3% | +20.2% | +15.1% |
| 3M | +39.9% | +18.0% | +21.9% | +38.2% |
| 6M | +66.2% | +7.1% | +59.0% | +64.4% |
| YTD | +17.7% | +5.9% | +11.7% | +15.6% |
| 1Y | +13.7% | +59.4% | -45.7% | +8.4% |
| 3Y | +95.9% | +571.9% | -476.0% | +66.2% |
| 5Y | -71.7% | +513.0% | -584.6% | -76.9% |
| All | +102.6% | +219.4% | -116.8% | +77.3% |
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