+103.8%
IJR vs DOCU
+110.9%
-7.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.3% | +1.6% | +0.7% | +2.1% |
| 30D | +2.2% | +10.8% | -8.6% | +0.6% |
| 3M | -5.3% | +38.0% | -43.2% | -10.1% |
| 6M | +4.3% | +77.4% | -73.1% | -5.2% |
| YTD | +18.0% | +17.2% | +0.8% | +13.5% |
| 1Y | +19.2% | +15.6% | +3.6% | +14.8% |
| 3Y | +61.1% | +95.6% | -34.5% | +39.5% |
| 5Y | +27.3% | -69.7% | +97.1% | +30.8% |
| All | +103.8% | +110.9% | -7.2% | +44.7% |
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