+11.5%
DOCU vs IFF
+36.7%
-25.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.2% |
| 7D | -3.4% | -9.8% | +6.4% | -3.9% |
| 30D | +9.3% | -1.6% | +10.9% | +9.4% |
| 3M | +30.2% | -1.8% | +32.0% | +30.2% |
| 6M | +62.1% | +3.6% | +58.5% | +62.6% |
| YTD | +13.5% | +25.4% | -11.9% | +18.7% |
| 1Y | +11.5% | +35.4% | -23.9% | +18.7% |
| All | +11.5% | +36.7% | -25.2% | +18.7% |
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