-48.1%
DOCS vs IEF
-1.7%
-46.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | +17.4% | +3.1% | +14.3% | +12.7% |
| 3M | +57.4% | -0.8% | +58.2% | +58.7% |
| 6M | +26.5% | -2.0% | +28.5% | +27.6% |
| YTD | -26.6% | -1.9% | -24.7% | -27.8% |
| 1Y | -48.1% | -1.8% | -46.2% | -49.3% |
| All | -48.1% | -1.7% | -46.4% | -49.3% |
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