+62.1%
IEFA vs DOC
+44.2%
+17.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -1.6% | +6.5% | -8.0% | -2.9% |
| 30D | -1.5% | +9.2% | -10.6% | -3.4% |
| 3M | -5.2% | -2.5% | -2.7% | -4.7% |
| 6M | -1.6% | +7.1% | -8.7% | -3.5% |
| YTD | +7.7% | +33.0% | -25.3% | -0.1% |
| 1Y | +12.2% | +23.3% | -11.1% | +6.0% |
| 3Y | +62.1% | +44.9% | +17.1% | +47.3% |
| All | +62.1% | +44.2% | +17.9% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling