+0.5%
IP vs DOCU
+107.7%
-107.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.7% |
| 7D | -5.0% | -3.2% | -1.8% | -4.6% |
| 30D | +6.5% | +15.7% | -9.2% | +4.9% |
| 3M | -18.0% | +37.3% | -55.3% | -21.0% |
| 6M | +10.3% | +63.1% | -52.8% | +4.1% |
| YTD | -9.9% | +15.4% | -25.3% | -12.2% |
| 1Y | -1.1% | +11.3% | -12.4% | -3.3% |
| 3Y | +13.0% | +92.1% | -79.1% | +2.4% |
| 5Y | -12.3% | -70.5% | +58.2% | -11.7% |
| All | +0.5% | +107.7% | -107.1% | -31.0% |
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