+66.4%
DOCN vs IEF
-5.6%
+72.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.3% | -16.2% | -16.0% |
| 7D | -29.3% | +0.8% | -30.1% | -29.6% |
| 30D | -46.0% | +3.2% | -49.2% | -47.0% |
| 3M | -43.2% | -1.1% | -42.1% | -42.9% |
| 6M | -53.7% | -1.4% | -52.4% | -53.4% |
| YTD | +46.9% | -1.8% | +48.7% | +48.1% |
| 1Y | +54.3% | -1.2% | +55.5% | +55.1% |
| 3Y | +185.5% | +11.5% | +174.0% | +161.1% |
| 5Y | -31.1% | -7.7% | -23.4% | -31.4% |
| All | +66.4% | -5.6% | +72.0% | +54.8% |
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