-38.0%
DOCS vs IEF
-6.8%
-31.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | +7.8% | +2.7% | +5.1% | +6.2% |
| 3M | +20.0% | -0.8% | +20.7% | +20.5% |
| 6M | +26.5% | -1.7% | +28.2% | +27.7% |
| YTD | -25.8% | -1.6% | -24.1% | -25.2% |
| 1Y | -39.5% | -1.6% | -37.9% | -39.0% |
| 3Y | +60.3% | +12.4% | +48.0% | +48.8% |
| 5Y | -57.0% | -7.6% | -49.4% | -60.5% |
| All | -38.0% | -6.8% | -31.2% | -43.2% |
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 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