+70.5%
DOCN vs IEF
-5.7%
+76.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -19.2% | +0.1% | -19.3% | -19.2% |
| 30D | -43.1% | +3.1% | -46.1% | -44.0% |
| 3M | -40.7% | -0.8% | -39.9% | -40.5% |
| 6M | -55.0% | -2.0% | -53.0% | -54.5% |
| YTD | +50.6% | -1.9% | +52.5% | +51.9% |
| 1Y | +54.0% | -1.8% | +55.8% | +55.2% |
| 3Y | +203.9% | +12.0% | +191.9% | +176.9% |
| 5Y | -29.4% | -7.8% | -21.5% | -29.7% |
| All | +70.5% | -5.7% | +76.3% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling