+11.6%
IEF vs DOCU
+80.0%
-68.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | -0.3% | +6.9% | -7.2% | -0.3% |
| 30D | -0.8% | +19.0% | -19.8% | -0.9% |
| 3M | -1.0% | +34.3% | -35.3% | -1.2% |
| 6M | -2.8% | +48.0% | -50.8% | -3.0% |
| YTD | -1.5% | 0.0% | -1.5% | -1.6% |
| 1Y | -0.4% | -10.3% | +9.8% | -0.4% |
| 3Y | +9.7% | +32.4% | -22.7% | +9.3% |
| 5Y | -8.3% | -77.9% | +69.6% | -9.3% |
| All | +11.6% | +80.0% | -68.5% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling