+95.3%
DOCU vs IVZ
+35.8%
+59.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.5% | -2.4% | -3.1% | -4.9% |
| 30D | +12.6% | -11.2% | +23.9% | +16.9% |
| 3M | +36.4% | -14.0% | +50.4% | +42.9% |
| 6M | +66.8% | +0.5% | +66.3% | +64.2% |
| YTD | +13.5% | +5.4% | +8.0% | +9.1% |
| 1Y | +11.3% | +19.5% | -8.2% | +2.2% |
| 3Y | +92.1% | +128.7% | -36.6% | +38.0% |
| 5Y | -71.0% | +28.8% | -99.7% | -75.9% |
| All | +95.3% | +35.8% | +59.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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