+5.2%
IEF vs DOC
+15.7%
-10.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +0.1% | +6.5% | -6.4% | -0.1% |
| 30D | +3.1% | +9.2% | -6.1% | +2.8% |
| 3M | -0.8% | -2.5% | +1.7% | -0.8% |
| 6M | -2.0% | +7.1% | -9.0% | -2.2% |
| YTD | -1.9% | +33.0% | -34.9% | -2.8% |
| 1Y | -1.8% | +23.3% | -25.1% | -2.5% |
| 3Y | +12.0% | +44.9% | -32.9% | +10.8% |
| 5Y | -7.8% | -21.6% | +13.8% | -8.6% |
| All | +5.2% | +15.7% | -10.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling