+54.6%
IJR vs DOCU
+87.9%
-33.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -1.9% | -5.5% | +3.7% | -1.1% |
| 30D | +0.4% | +12.6% | -12.2% | -1.3% |
| 3M | -6.6% | +36.4% | -42.9% | -10.9% |
| 6M | -0.3% | +66.8% | -67.1% | -8.4% |
| YTD | +15.5% | +13.5% | +2.0% | +12.6% |
| 1Y | +19.2% | +11.3% | +7.9% | +16.5% |
| 3Y | +54.6% | +92.1% | -37.5% | +22.4% |
| All | +54.6% | +87.9% | -33.4% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling