-51.1%
DOCS vs IEF
-7.4%
-43.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.5% |
| 7D | -1.3% | +0.8% | -2.1% | -1.8% |
| 30D | +19.4% | +3.2% | +16.2% | +17.2% |
| 3M | +53.4% | -1.1% | +54.5% | +54.4% |
| 6M | +28.8% | -1.4% | +30.1% | +29.8% |
| YTD | -25.1% | -1.8% | -23.3% | -24.4% |
| 1Y | -48.1% | -1.2% | -47.0% | -47.8% |
| 3Y | +51.4% | +11.5% | +39.8% | +40.6% |
| 5Y | -51.1% | -7.7% | -43.4% | -55.5% |
| All | -51.1% | -7.4% | -43.7% | -55.5% |
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