+342.2%
IBKR vs DOCU
+104.4%
+237.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.2% | -3.4% | +3.5% | +0.7% |
| 30D | -11.7% | +9.3% | -21.0% | -12.9% |
| 3M | -14.3% | +30.2% | -44.6% | -18.0% |
| 6M | -7.9% | +62.1% | -70.0% | -15.3% |
| YTD | +21.0% | +13.5% | +7.5% | +16.8% |
| 1Y | +9.5% | +11.5% | -2.0% | +6.0% |
| 3Y | +282.8% | +89.5% | +193.3% | +235.8% |
| 5Y | +335.2% | -69.6% | +404.8% | +356.6% |
| All | +342.2% | +104.4% | +237.8% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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