-76.5%
DOCU vs IFF
-34.2%
-42.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +6.9% | -1.8% | +8.7% | +7.7% |
| 30D | +19.0% | -2.0% | +20.9% | +19.9% |
| 3M | +34.3% | +18.5% | +15.8% | +24.2% |
| 6M | +48.0% | +11.7% | +36.3% | +37.4% |
| YTD | 0.0% | +29.6% | -29.6% | -15.0% |
| 1Y | -10.3% | +35.0% | -45.2% | -26.1% |
| 3Y | +32.4% | +32.3% | +0.1% | +1.5% |
| All | -76.5% | -34.2% | -42.4% | -69.7% |
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 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