+28.5%
IJR vs DOCU
-71.6%
+100.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | -3.4% | +3.5% | +0.7% |
| 30D | +2.6% | +9.3% | -6.6% | +1.1% |
| 3M | -4.3% | +30.2% | -34.5% | -8.7% |
| 6M | +2.7% | +62.1% | -59.4% | -6.2% |
| YTD | +18.5% | +13.5% | +4.9% | +14.2% |
| 1Y | +20.1% | +11.5% | +8.6% | +16.0% |
| 3Y | +61.7% | +89.5% | -27.8% | +37.8% |
| 5Y | +28.5% | -69.6% | +98.2% | +23.7% |
| All | +28.5% | -71.6% | +100.2% | +23.7% |
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 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