+98.6%
DOCU vs IBN
+296.8%
-198.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.0% | -3.2% |
| 7D | -3.2% | +11.7% | -14.9% | -6.4% |
| 30D | +15.7% | +16.1% | -0.4% | +10.5% |
| 3M | +37.3% | +7.0% | +30.3% | +34.1% |
| 6M | +63.1% | +26.1% | +37.1% | +51.4% |
| YTD | +15.4% | +10.1% | +5.3% | +11.2% |
| 1Y | +11.3% | +8.0% | +3.3% | +7.9% |
| 3Y | +92.1% | +46.0% | +46.1% | +65.9% |
| 5Y | -70.5% | +63.9% | -134.4% | -75.3% |
| All | +98.6% | +296.8% | -198.2% | +38.8% |
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