+123.2%
IJH vs DOCU
+104.6%
+18.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +0.6% | -4.8% | +5.4% | +1.4% |
| 30D | +1.3% | +9.4% | -8.1% | -0.1% |
| 3M | -4.1% | +29.0% | -33.1% | -8.1% |
| 6M | +1.1% | +62.3% | -61.2% | -7.0% |
| YTD | +13.6% | +13.7% | -0.1% | +9.7% |
| 1Y | +16.0% | +11.5% | +4.5% | +12.3% |
| 3Y | +60.9% | +94.2% | -33.3% | +38.8% |
| 5Y | +37.9% | -71.7% | +109.7% | +44.0% |
| All | +123.2% | +104.6% | +18.6% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling