+103.1%
DOCN vs IEF
-6.9%
+110.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +19.1% | -2.0% | +21.1% | +20.1% |
| 30D | -21.0% | +0.7% | -21.7% | -21.5% |
| 3M | -34.7% | -2.5% | -32.3% | -34.0% |
| 6M | -45.8% | -2.6% | -43.2% | -45.2% |
| YTD | +79.4% | -3.2% | +82.6% | +81.8% |
| 1Y | +91.0% | -3.0% | +94.1% | +93.4% |
| 3Y | +237.5% | +10.5% | +226.9% | +208.9% |
| 5Y | -30.4% | -8.2% | -22.2% | -31.3% |
| All | +103.1% | -6.9% | +110.1% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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