-1.4%
IEF vs DOC
+23.5%
-24.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.2% |
| 7D | +0.3% | +5.9% | -5.5% | 0.0% |
| 30D | +2.7% | +10.3% | -7.6% | +2.1% |
| 3M | -0.8% | -2.2% | +1.4% | -0.8% |
| 6M | -1.7% | +8.2% | -9.9% | -2.1% |
| YTD | -1.6% | +35.4% | -37.0% | -3.1% |
| All | -1.4% | +23.5% | -24.9% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling