+10.4%
IEF vs DOCU
+104.4%
-93.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -0.2% | -3.4% | +3.2% | -0.1% |
| 30D | +1.8% | +9.3% | -7.5% | +1.7% |
| 3M | -1.2% | +30.2% | -31.4% | -1.4% |
| 6M | -2.5% | +62.1% | -64.6% | -2.8% |
| YTD | -2.5% | +13.5% | -16.0% | -2.6% |
| 1Y | -2.3% | +11.5% | -13.8% | -2.4% |
| 3Y | +11.3% | +89.5% | -78.2% | +10.7% |
| 5Y | -7.6% | -69.6% | +62.0% | -8.5% |
| All | +10.4% | +104.4% | -93.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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