+102.6%
DOCU vs IBN
+281.3%
-178.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.9% |
| 7D | -3.7% | +8.9% | -12.6% | -6.2% |
| 30D | +15.0% | +12.6% | +2.3% | +10.8% |
| 3M | +39.9% | +3.1% | +36.8% | +38.3% |
| 6M | +66.2% | +20.6% | +45.6% | +56.3% |
| YTD | +17.7% | +5.8% | +11.9% | +14.9% |
| 1Y | +13.7% | +3.7% | +10.0% | +11.6% |
| 3Y | +95.9% | +40.3% | +55.6% | +71.3% |
| 5Y | -71.7% | +58.0% | -129.7% | -76.0% |
| All | +102.6% | +281.3% | -178.7% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling