-54.2%
DOCS vs IEF
-7.7%
-46.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +17.4% | +3.1% | +14.3% | +15.3% |
| 3M | +57.4% | -0.8% | +58.2% | +58.2% |
| 6M | +26.5% | -2.0% | +28.5% | +28.0% |
| YTD | -26.6% | -1.9% | -24.7% | -25.8% |
| 1Y | -48.1% | -1.8% | -46.2% | -47.5% |
| 3Y | +52.6% | +12.0% | +40.6% | +41.2% |
| All | -54.2% | -7.7% | -46.6% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling