-69.9%
DOCU vs IBN
+57.2%
-127.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -1.9% |
| 7D | -3.7% | +8.9% | -12.6% | -8.2% |
| 30D | +15.0% | +12.6% | +2.3% | +7.3% |
| 3M | +39.9% | +3.1% | +36.8% | +36.9% |
| 6M | +66.2% | +20.6% | +45.6% | +47.9% |
| YTD | +17.7% | +5.8% | +11.9% | +12.6% |
| 1Y | +13.7% | +3.7% | +10.0% | +10.1% |
| 3Y | +95.9% | +40.3% | +55.6% | +35.9% |
| All | -69.9% | +57.2% | -127.1% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling