+129.1%
IEF vs DOC
+304.2%
-175.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | +0.8% | +6.2% | -5.4% | +0.9% |
| 30D | +3.2% | +6.5% | -3.3% | +3.3% |
| 3M | -1.1% | -6.2% | +5.2% | -1.2% |
| 6M | -1.4% | +25.6% | -27.0% | -1.0% |
| YTD | -1.8% | +32.1% | -33.9% | -1.4% |
| 1Y | -1.2% | +20.3% | -21.5% | -0.9% |
| 3Y | +11.5% | +42.7% | -31.2% | +12.3% |
| 5Y | -7.7% | -22.2% | +14.4% | -8.2% |
| 10Y | +4.9% | +16.5% | -11.6% | +6.2% |
| All | +129.1% | +304.2% | -175.1% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling