-37.3%
DOCS vs IEF
-7.4%
-30.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -4.2% | -0.8% | -3.4% | -3.8% |
| 30D | +8.6% | +2.0% | +6.6% | +7.4% |
| 3M | +27.2% | -1.1% | +28.3% | +28.0% |
| 6M | +26.5% | -1.9% | +28.4% | +27.9% |
| YTD | -25.0% | -2.2% | -22.7% | -24.1% |
| 1Y | -37.0% | -2.3% | -34.7% | -36.2% |
| 3Y | +39.4% | +11.6% | +27.8% | +29.9% |
| 5Y | -56.7% | -7.1% | -49.6% | -60.2% |
| All | -37.3% | -7.4% | -30.0% | -42.4% |
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