+153.2%
IWD vs DOCU
+104.2%
+49.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -0.5% | -5.5% | +5.1% | +0.1% |
| 30D | +2.7% | +12.6% | -10.0% | +1.4% |
| 3M | +0.9% | +36.4% | -35.5% | -2.4% |
| 6M | +10.5% | +66.8% | -56.3% | +4.3% |
| YTD | +23.7% | +13.5% | +10.2% | +21.0% |
| 1Y | +28.7% | +11.3% | +17.4% | +26.0% |
| 3Y | +79.7% | +92.1% | -12.3% | +62.7% |
| 5Y | +69.7% | -71.0% | +140.7% | +72.7% |
| All | +153.2% | +104.2% | +49.0% | +97.7% |
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