-71.7%
DOCU vs IRM
+168.2%
-239.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -2.1% |
| 7D | -5.5% | -8.6% | +3.1% | -2.0% |
| 30D | +12.6% | -8.0% | +20.6% | +16.0% |
| 3M | +36.4% | -12.0% | +48.4% | +42.6% |
| 6M | +66.8% | -18.2% | +85.0% | +79.2% |
| YTD | +13.5% | +31.4% | -17.9% | -8.2% |
| 1Y | +11.3% | +9.2% | +2.1% | 0.0% |
| 3Y | +92.1% | +94.6% | -2.5% | +4.3% |
| All | -71.7% | +168.2% | -239.9% | -88.3% |
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 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