+217.5%
IEFA vs DOC
+6.2%
+211.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | +1.0% | -4.8% | +5.8% | +2.4% |
| 3M | +4.7% | +6.9% | -2.2% | +2.5% |
| 6M | +8.6% | +20.7% | -12.2% | +2.2% |
| YTD | +14.8% | +34.1% | -19.3% | +4.8% |
| 1Y | +22.6% | +22.6% | 0.0% | +14.5% |
| 3Y | +67.0% | +20.8% | +46.2% | +54.4% |
| 5Y | +52.3% | -24.9% | +77.1% | +59.5% |
| 10Y | +147.3% | -1.8% | +149.2% | +131.5% |
| All | +217.5% | +6.2% | +211.3% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling