-52.9%
DOCS vs IEF
-8.1%
-44.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.6% | -2.0% | +4.5% | +3.7% |
| 30D | +11.4% | +0.7% | +10.7% | +11.0% |
| 3M | +25.4% | -2.5% | +27.9% | +27.2% |
| 6M | +42.5% | -2.6% | +45.1% | +44.7% |
| YTD | -24.7% | -3.2% | -21.5% | -23.4% |
| 1Y | -32.9% | -3.0% | -29.9% | -31.8% |
| 3Y | +39.6% | +10.5% | +29.1% | +30.6% |
| All | -52.9% | -8.1% | -44.8% | -58.8% |
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