+95.5%
DOCU vs IRM
+406.2%
-310.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -3.4% | -5.1% | +1.7% | -2.1% |
| 30D | +9.3% | -3.3% | +12.5% | +9.8% |
| 3M | +30.2% | -8.2% | +38.4% | +32.4% |
| 6M | +62.1% | -12.8% | +74.9% | +66.6% |
| YTD | +13.5% | +36.6% | -23.1% | 0.0% |
| 1Y | +11.5% | +11.9% | -0.4% | +4.7% |
| 3Y | +89.5% | +105.1% | -15.6% | +44.2% |
| 5Y | -69.6% | +182.4% | -252.0% | -78.4% |
| All | +95.5% | +406.2% | -310.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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