+72.2%
DOCU vs IVZ
+65.8%
+6.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | +6.9% | +0.6% | +6.3% | +6.7% |
| 30D | +19.0% | +4.0% | +15.0% | +17.4% |
| 3M | +34.3% | +18.2% | +16.1% | +26.1% |
| 6M | +48.0% | +32.8% | +15.2% | +32.4% |
| YTD | 0.0% | +28.7% | -28.7% | -9.7% |
| 1Y | -10.3% | +55.4% | -65.6% | -24.4% |
| 3Y | +32.4% | +135.2% | -102.8% | -5.6% |
| 5Y | -77.9% | +64.2% | -142.1% | -82.9% |
| All | +72.2% | +65.8% | +6.4% | +15.5% |
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