+63.8%
DOCU vs IFF
-25.5%
+89.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -4.6% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +8.0% | -0.3% | +8.3% | +8.1% |
| 3M | +41.0% | +18.6% | +22.4% | +32.3% |
| 6M | +33.7% | +17.4% | +16.3% | +23.4% |
| YTD | -4.9% | +28.5% | -33.3% | -15.9% |
| 1Y | -20.4% | +32.5% | -52.9% | -30.9% |
| 3Y | +29.6% | +34.1% | -4.4% | +8.0% |
| 5Y | -76.9% | -35.2% | -41.7% | -74.3% |
| All | +63.8% | -25.5% | +89.3% | +64.5% |
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