+129.8%
IEF vs DOC
+310.5%
-180.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.1% |
| 7D | -0.3% | -1.5% | +1.2% | -0.3% |
| 30D | -0.8% | -4.8% | +4.0% | -0.8% |
| 3M | -1.0% | +6.9% | -7.9% | -0.9% |
| 6M | -2.8% | +20.7% | -23.5% | -2.5% |
| YTD | -1.5% | +34.1% | -35.6% | -1.1% |
| 1Y | -0.4% | +22.6% | -23.1% | -0.1% |
| 3Y | +9.7% | +20.8% | -11.2% | +10.0% |
| 5Y | -8.3% | -24.9% | +16.5% | -9.0% |
| 10Y | +4.6% | -1.8% | +6.4% | +5.3% |
| All | +129.8% | +310.5% | -180.7% | +148.3% |
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 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