+28.8%
DOCS vs IEF
-1.3%
+30.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -5.0% |
| 7D | -1.3% | +0.8% | -2.1% | -2.9% |
| 30D | +19.4% | +3.2% | +16.2% | +11.3% |
| 3M | +53.4% | -1.1% | +54.5% | +57.7% |
| 6M | +28.8% | -1.4% | +30.1% | +31.9% |
| All | +28.8% | -1.3% | +30.1% | +31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling