+101.7%
DOCU vs IRM
+423.6%
-321.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | +1.6% | +8.6% | -7.0% | -0.8% |
| 30D | +10.8% | 0.0% | +10.9% | +10.4% |
| 3M | +38.0% | -7.1% | +45.1% | +39.9% |
| 6M | +77.4% | -7.9% | +85.3% | +79.5% |
| YTD | +17.2% | +41.3% | -24.1% | +2.3% |
| 1Y | +15.6% | +20.7% | -5.2% | +6.1% |
| 3Y | +95.6% | +112.2% | -16.6% | +47.4% |
| 5Y | -69.7% | +191.2% | -260.9% | -78.7% |
| All | +101.7% | +423.6% | -321.9% | +34.2% |
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