-23.7%
DOCN vs IEF
-7.7%
-16.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +9.6% |
| 7D | +3.7% | -0.8% | +4.5% | +4.0% |
| 30D | -33.7% | +1.7% | -35.4% | -34.4% |
| 3M | -27.9% | -1.4% | -26.5% | -27.5% |
| 6M | -46.4% | -2.3% | -44.2% | -46.0% |
| YTD | +81.1% | -2.6% | +83.7% | +82.9% |
| 1Y | +74.3% | -2.7% | +77.0% | +76.1% |
| 3Y | +245.8% | +11.2% | +234.6% | +217.5% |
| 5Y | -23.7% | -7.4% | -16.4% | -33.2% |
| All | -23.7% | -7.7% | -16.1% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling