+9.4%
IP vs DOCU
+80.0%
-70.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.8% |
| 7D | -5.3% | +6.9% | -12.2% | -5.9% |
| 30D | -10.9% | +19.0% | -29.8% | -12.6% |
| 3M | +11.2% | +34.3% | -23.1% | +7.4% |
| 6M | -10.2% | +48.0% | -58.2% | -14.5% |
| YTD | -2.0% | 0.0% | -2.0% | -2.9% |
| 1Y | -19.1% | -10.3% | -8.8% | -19.2% |
| 3Y | +20.9% | +32.4% | -11.5% | +13.9% |
| 5Y | -17.8% | -77.9% | +60.1% | -14.9% |
| All | +9.4% | +80.0% | -70.7% | -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 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