+92.1%
DOCU vs IBN
+51.2%
+40.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.8% | -2.1% |
| 7D | -5.5% | +15.1% | -20.6% | -7.1% |
| 30D | +12.6% | +21.6% | -9.0% | +10.0% |
| 3M | +36.4% | +11.2% | +25.2% | +34.6% |
| 6M | +66.8% | +27.8% | +39.0% | +61.8% |
| YTD | +13.5% | +14.7% | -1.2% | +12.2% |
| 1Y | +11.3% | +14.4% | -3.1% | +10.0% |
| 3Y | +92.1% | +52.1% | +40.0% | +71.9% |
| All | +92.1% | +51.2% | +40.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling