+427.9%
IBKR vs DOCU
+80.0%
+347.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.9% |
| 7D | -3.3% | +6.9% | -10.2% | -4.2% |
| 30D | +4.5% | +19.0% | -14.5% | +1.5% |
| 3M | +6.5% | +34.3% | -27.8% | +1.1% |
| 6M | +34.2% | +48.0% | -13.8% | +25.0% |
| YTD | +44.5% | 0.0% | +44.4% | +42.4% |
| 1Y | +44.7% | -10.3% | +55.0% | +44.6% |
| 3Y | +306.7% | +32.4% | +274.3% | +276.4% |
| 5Y | +489.9% | -77.9% | +567.8% | +547.5% |
| All | +427.9% | +80.0% | +347.8% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling