+63.6%
IEFA vs DOCN
+88.7%
-25.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.0% | -5.0% | +2.3% |
| 7D | +1.1% | -12.8% | +13.9% | +2.2% |
| 30D | +1.2% | -41.9% | +43.1% | +5.9% |
| 3M | -3.4% | -36.9% | +33.6% | -0.2% |
| 6M | +2.0% | -52.2% | +54.3% | +7.5% |
| YTD | +11.0% | +62.7% | -51.7% | +1.4% |
| 1Y | +15.2% | +58.2% | -43.0% | +5.5% |
| 3Y | +68.4% | +219.5% | -151.1% | +38.3% |
| 5Y | +48.4% | -32.9% | +81.3% | +30.3% |
| All | +63.6% | +88.7% | -25.1% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling