+72.2%
DOCU vs IFF
-24.8%
+97.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +6.9% | -1.8% | +8.7% | +7.6% |
| 30D | +19.0% | -2.0% | +20.9% | +19.8% |
| 3M | +34.3% | +18.5% | +15.8% | +26.0% |
| 6M | +48.0% | +11.7% | +36.3% | +39.2% |
| YTD | 0.0% | +29.6% | -29.6% | -11.9% |
| 1Y | -10.3% | +35.0% | -45.2% | -22.7% |
| 3Y | +32.4% | +32.3% | +0.1% | +11.0% |
| 5Y | -77.9% | -34.6% | -43.4% | -75.5% |
| All | +72.2% | -24.8% | +97.0% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling