+103.7%
IJR vs DOCU
+112.5%
-8.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +2.2% | +4.1% | -1.9% | +1.6% |
| 30D | +3.8% | +7.4% | -3.5% | +2.7% |
| 3M | -5.7% | +26.0% | -31.7% | -9.2% |
| 6M | +4.6% | +79.2% | -74.5% | -5.0% |
| YTD | +18.0% | +18.1% | -0.1% | +13.3% |
| 1Y | +21.8% | +20.5% | +1.3% | +16.5% |
| 3Y | +61.1% | +96.4% | -35.3% | +39.4% |
| 5Y | +27.3% | -69.5% | +96.8% | +30.6% |
| All | +103.7% | +112.5% | -8.8% | +44.5% |
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