-34.9%
DOCS vs IEF
-3.1%
-31.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.0% |
| 7D | +0.1% | -1.9% | +2.0% | +2.6% |
| 30D | +8.7% | +1.1% | +7.6% | +6.9% |
| 3M | +32.9% | -1.9% | +34.8% | +35.9% |
| 6M | +25.5% | -2.4% | +27.9% | +28.4% |
| YTD | -25.0% | -3.0% | -22.0% | -24.9% |
| 1Y | -34.9% | -3.1% | -31.7% | -34.3% |
| All | -34.9% | -3.1% | -31.8% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling