+84.5%
IEMG vs DOCU
+80.0%
+4.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.2% |
| 7D | +2.2% | +6.9% | -4.7% | +1.4% |
| 30D | +4.6% | +19.0% | -14.4% | +2.4% |
| 3M | +0.4% | +34.3% | -33.9% | -3.5% |
| 6M | +16.4% | +48.0% | -31.7% | +10.1% |
| YTD | +25.4% | 0.0% | +25.4% | +24.2% |
| 1Y | +38.3% | -10.3% | +48.5% | +38.3% |
| 3Y | +84.1% | +32.4% | +51.7% | +70.3% |
| 5Y | +49.0% | -77.9% | +126.9% | +62.6% |
| All | +84.5% | +80.0% | +4.5% | +46.4% |
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