+95.3%
DOCU vs IFF
-27.8%
+123.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.7% | -0.1% |
| 7D | -5.5% | -11.2% | +5.6% | -1.6% |
| 30D | +12.6% | -1.8% | +14.4% | +13.2% |
| 3M | +36.4% | -1.8% | +38.2% | +37.1% |
| 6M | +66.8% | +0.6% | +66.2% | +64.9% |
| YTD | +13.5% | +24.6% | -11.1% | +1.2% |
| 1Y | +11.3% | +34.4% | -23.1% | -4.2% |
| 3Y | +92.1% | +22.1% | +70.0% | +66.4% |
| 5Y | -71.0% | -34.3% | -36.7% | -67.7% |
| All | +95.3% | -27.8% | +123.1% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling