+37.1%
IEMG vs DOCU
-68.9%
+106.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +2.0% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | -6.4% | +12.9% | -19.3% | -7.6% |
| 3M | -5.5% | +35.1% | -40.6% | -8.6% |
| 6M | -8.3% | +76.2% | -84.5% | -14.0% |
| YTD | +13.2% | +17.2% | -4.0% | +10.5% |
| 1Y | +13.0% | +16.4% | -3.4% | +10.2% |
| 3Y | +71.6% | +95.6% | -24.0% | +52.8% |
| 5Y | +37.1% | -68.5% | +105.7% | +33.5% |
| All | +37.1% | -68.9% | +106.0% | +33.5% |
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