-70.5%
DOCU vs IRM
+173.7%
-244.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -11.1% | +9.1% | +3.0% |
| 7D | -3.2% | -10.9% | +7.7% | +1.5% |
| 30D | +15.7% | -9.4% | +25.1% | +20.0% |
| 3M | +37.3% | -16.4% | +53.6% | +47.1% |
| 6M | +63.1% | -18.7% | +81.8% | +75.7% |
| YTD | +15.4% | +30.1% | -14.7% | -6.2% |
| 1Y | +11.3% | +8.5% | +2.8% | +0.3% |
| 3Y | +92.1% | +88.0% | +4.0% | +7.0% |
| 5Y | -70.5% | +167.6% | -238.1% | -87.6% |
| All | -70.5% | +173.7% | -244.2% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling