+98.6%
DOCU vs IAG
+219.9%
-121.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -3.2% | +4.5% | -7.8% | -3.5% |
| 30D | +15.7% | -5.7% | +21.3% | +15.9% |
| 3M | +37.3% | +10.1% | +27.1% | +36.1% |
| 6M | +63.1% | +7.3% | +55.8% | +61.3% |
| YTD | +15.4% | +6.1% | +9.3% | +13.3% |
| 1Y | +11.3% | +46.8% | -35.5% | +6.7% |
| 3Y | +92.1% | +573.1% | -481.0% | +62.9% |
| 5Y | -70.5% | +477.6% | -548.1% | -76.0% |
| All | +98.6% | +219.9% | -121.3% | +73.8% |
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