-8.4%
IP vs DOCU
-71.6%
+63.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +3.4% | -3.7% | +7.1% | +3.8% |
| 30D | +11.2% | +15.0% | -3.7% | +9.4% |
| 3M | -14.8% | +39.9% | -54.7% | -18.3% |
| 6M | +17.3% | +66.2% | -48.9% | +9.8% |
| YTD | -6.2% | +17.7% | -23.9% | -8.9% |
| 1Y | +2.3% | +13.7% | -11.3% | -0.3% |
| 3Y | +17.7% | +95.9% | -78.2% | +5.2% |
| 5Y | -8.4% | -71.7% | +63.2% | -17.4% |
| All | -8.4% | -71.6% | +63.1% | -17.4% |
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 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