+146.4%
IEFA vs DOC
+21.1%
+125.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.3% | +2.5% |
| 7D | +1.1% | +5.9% | -4.8% | -0.5% |
| 30D | +1.2% | +10.3% | -9.1% | -1.7% |
| 3M | -3.4% | -2.2% | -1.2% | -2.9% |
| 6M | +2.0% | +8.2% | -6.2% | -0.7% |
| YTD | +11.0% | +35.4% | -24.4% | +0.5% |
| 1Y | +15.2% | +23.6% | -8.4% | +7.1% |
| 3Y | +68.4% | +57.3% | +11.1% | +43.3% |
| 5Y | +48.4% | -19.6% | +68.0% | +53.0% |
| 10Y | +146.4% | +20.8% | +125.6% | +125.9% |
| All | +146.4% | +21.1% | +125.3% | +125.9% |
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