+59.2%
IEMG vs DOCU
+104.2%
-45.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.3% |
| 7D | -2.8% | -5.5% | +2.8% | -2.1% |
| 30D | -12.0% | +12.6% | -24.6% | -13.3% |
| 3M | -9.0% | +36.4% | -45.4% | -12.5% |
| 6M | -11.8% | +66.8% | -78.6% | -17.7% |
| YTD | +8.3% | +13.5% | -5.2% | +5.4% |
| 1Y | +9.6% | +11.3% | -1.7% | +6.9% |
| 3Y | +62.3% | +92.1% | -29.8% | +43.1% |
| 5Y | +33.5% | -71.0% | +104.5% | +40.5% |
| All | +59.2% | +104.2% | -45.0% | +24.3% |
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