+488.7%
IBKR vs DOCU
-78.0%
+566.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.9% |
| 7D | -3.3% | +6.9% | -10.2% | -4.3% |
| 30D | +4.5% | +19.0% | -14.5% | +1.3% |
| 3M | +6.5% | +34.3% | -27.8% | +0.7% |
| 6M | +34.2% | +48.0% | -13.8% | +24.3% |
| YTD | +44.5% | 0.0% | +44.4% | +42.3% |
| 1Y | +44.7% | -10.3% | +55.0% | +44.6% |
| 3Y | +306.7% | +32.4% | +274.3% | +274.6% |
| All | +488.7% | -78.0% | +566.7% | +540.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling