+30.9%
DOCU vs IVZ
+136.1%
-105.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | +6.9% | +0.6% | +6.3% | +6.6% |
| 30D | +19.0% | +4.0% | +15.0% | +17.2% |
| 3M | +34.3% | +18.2% | +16.1% | +25.2% |
| 6M | +48.0% | +32.8% | +15.2% | +30.1% |
| YTD | 0.0% | +28.7% | -28.7% | -11.1% |
| 1Y | -10.3% | +55.4% | -65.6% | -27.1% |
| All | +30.9% | +136.1% | -105.2% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling