-7.4%
IEF vs DOC
-21.4%
+14.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +0.1% | +6.5% | -6.4% | -0.4% |
| 30D | +3.1% | +9.2% | -6.1% | +2.4% |
| 3M | -0.8% | -2.5% | +1.7% | -0.7% |
| 6M | -2.0% | +7.1% | -9.0% | -2.6% |
| YTD | -1.9% | +33.0% | -34.9% | -4.4% |
| 1Y | -1.8% | +23.3% | -25.1% | -3.7% |
| 3Y | +12.0% | +44.9% | -32.9% | +7.6% |
| All | -7.4% | -21.4% | +14.0% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling