+148.1%
IEFA vs DOC
+20.6%
+127.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +2.2% | -1.4% | +3.6% | +2.6% |
| 30D | +1.1% | +7.2% | -6.1% | -1.0% |
| 3M | -4.3% | -2.5% | -1.8% | -3.7% |
| 6M | +1.4% | +5.3% | -3.9% | -0.6% |
| YTD | +10.1% | +31.2% | -21.1% | +0.5% |
| 1Y | +12.9% | +21.9% | -9.0% | +5.3% |
| 3Y | +65.8% | +53.9% | +11.8% | +41.8% |
| 5Y | +47.7% | -21.7% | +69.4% | +53.4% |
| All | +148.1% | +20.6% | +127.5% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling