+99.2%
IJR vs DOCU
+107.7%
-8.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.5% |
| 7D | -3.2% | -3.2% | 0.0% | -2.7% |
| 30D | -1.0% | +15.7% | -16.7% | -3.2% |
| 3M | -7.4% | +37.3% | -44.6% | -12.0% |
| 6M | +0.2% | +63.1% | -62.9% | -7.8% |
| YTD | +15.3% | +15.4% | 0.0% | +11.2% |
| 1Y | +17.5% | +11.3% | +6.2% | +13.8% |
| 3Y | +52.8% | +92.1% | -39.2% | +32.7% |
| 5Y | +23.6% | -70.5% | +94.1% | +27.4% |
| All | +99.2% | +107.7% | -8.5% | +41.7% |
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 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