+36.9%
IJH vs DOCU
-69.1%
+106.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.0% | +1.6% | +1.5% | +2.8% |
| 30D | +0.8% | +10.8% | -10.0% | -0.9% |
| 3M | -5.1% | +38.0% | -43.1% | -10.2% |
| 6M | +1.3% | +77.4% | -76.1% | -8.7% |
| YTD | +12.8% | +17.2% | -4.4% | +8.3% |
| 1Y | +14.1% | +15.6% | -1.5% | +9.7% |
| 3Y | +57.8% | +95.6% | -37.8% | +33.7% |
| 5Y | +36.9% | -69.7% | +106.7% | +32.2% |
| All | +36.9% | -69.1% | +106.0% | +32.2% |
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