+116.4%
IJH vs DOCU
+104.2%
+12.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -1.7% | -5.5% | +3.9% | -0.8% |
| 30D | -0.9% | +12.6% | -13.5% | -2.7% |
| 3M | -5.8% | +36.4% | -42.2% | -10.4% |
| 6M | -2.8% | +66.8% | -69.6% | -11.0% |
| YTD | +10.1% | +13.5% | -3.3% | +6.4% |
| 1Y | +13.8% | +11.3% | +2.5% | +10.2% |
| 3Y | +53.2% | +92.1% | -38.9% | +32.3% |
| 5Y | +33.6% | -71.0% | +104.6% | +39.0% |
| All | +116.4% | +104.2% | +12.2% | +58.4% |
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