-8.3%
IEMG vs DOCU
+69.4%
-77.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +2.4% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | -6.4% | +12.9% | -19.3% | -5.7% |
| 3M | -5.5% | +35.1% | -40.6% | -4.2% |
| 6M | -8.3% | +76.2% | -84.5% | -7.5% |
| All | -8.3% | +69.4% | -77.7% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling