-71.7%
DOCU vs IFF
-34.6%
-37.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.7% | +0.2% |
| 7D | -5.5% | -11.2% | +5.6% | -0.7% |
| 30D | +12.6% | -1.8% | +14.4% | +13.4% |
| 3M | +36.4% | -1.8% | +38.2% | +37.2% |
| 6M | +66.8% | +0.6% | +66.2% | +64.4% |
| YTD | +13.5% | +24.6% | -11.1% | -2.6% |
| 1Y | +11.3% | +34.4% | -23.1% | -9.1% |
| 3Y | +92.1% | +22.1% | +70.0% | +53.0% |
| All | -71.7% | -34.6% | -37.1% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling