+32.3%
IEMG vs DOCU
-71.0%
+103.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.3% |
| 7D | -2.8% | -5.5% | +2.8% | -2.2% |
| 30D | -12.0% | +12.6% | -24.6% | -13.1% |
| 3M | -9.0% | +36.4% | -45.4% | -12.0% |
| 6M | -11.8% | +66.8% | -78.6% | -16.9% |
| YTD | +8.3% | +13.5% | -5.2% | +6.0% |
| 1Y | +9.6% | +11.3% | -1.7% | +7.5% |
| 3Y | +62.3% | +92.1% | -29.8% | +44.7% |
| All | +32.3% | -71.0% | +103.3% | +29.5% |
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