+22.6%
IEFA vs DOCN
+254.3%
-231.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | 0.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.5% |
| 30D | +1.0% | -9.6% | +10.7% | +1.5% |
| 3M | +4.7% | -37.7% | +42.4% | +6.8% |
| 6M | +8.6% | +115.2% | -106.6% | +3.1% |
| YTD | +14.8% | +133.7% | -118.9% | +7.7% |
| 1Y | +22.6% | +250.2% | -227.5% | +10.8% |
| All | +22.6% | +254.3% | -231.7% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling