+101.7%
DOCU vs IVZ
+43.6%
+58.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.5% |
| 7D | -0.4% | -2.8% | +2.3% | +0.3% |
| 30D | +12.9% | -2.2% | +15.1% | +13.3% |
| 3M | +35.1% | -8.1% | +43.2% | +38.2% |
| 6M | +76.2% | +3.8% | +72.4% | +71.6% |
| YTD | +17.2% | +11.5% | +5.7% | +10.5% |
| 1Y | +16.4% | +23.7% | -7.3% | +5.6% |
| 3Y | +95.6% | +145.8% | -50.2% | +37.1% |
| 5Y | -68.5% | +36.1% | -104.6% | -74.4% |
| All | +101.7% | +43.6% | +58.2% | +41.3% |
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