+13.7%
DOCU vs IFF
+44.8%
-31.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | -0.1% |
| 7D | -3.7% | -3.3% | -0.4% | -3.9% |
| 30D | +15.0% | +5.3% | +9.7% | +15.5% |
| 3M | +39.9% | +8.9% | +31.0% | +41.1% |
| 6M | +66.2% | +26.3% | +39.8% | +72.3% |
| YTD | +17.7% | +32.2% | -14.5% | +22.4% |
| 1Y | +13.7% | +45.8% | -32.1% | +18.3% |
| All | +13.7% | +44.8% | -31.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling