+98.6%
DOCU vs IVZ
+35.8%
+62.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.0% | +6.1% | +0.7% |
| 7D | -3.2% | -6.7% | +3.5% | -1.1% |
| 30D | +15.7% | -10.9% | +26.5% | +19.9% |
| 3M | +37.3% | -14.8% | +52.1% | +44.3% |
| 6M | +63.1% | +2.4% | +60.7% | +59.4% |
| YTD | +15.4% | +5.4% | +10.0% | +11.0% |
| 1Y | +11.3% | +19.6% | -8.2% | +2.2% |
| 3Y | +92.1% | +122.4% | -30.4% | +39.3% |
| 5Y | -70.5% | +28.8% | -99.3% | -75.5% |
| All | +98.6% | +35.8% | +62.9% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling