+68.3%
IEFA vs DOCN
+205.3%
-137.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.6% | -13.2% | -1.8% |
| 7D | +1.2% | +16.3% | -15.2% | -0.4% |
| 30D | -0.6% | +2.0% | -2.6% | -1.1% |
| 3M | +6.2% | -25.2% | +31.4% | +8.3% |
| 6M | +11.2% | +132.7% | -121.5% | -0.4% |
| YTD | +14.2% | +163.3% | -149.1% | +0.5% |
| 1Y | +20.0% | +280.3% | -260.3% | +1.0% |
| 3Y | +68.8% | +371.8% | -303.1% | +34.4% |
| 5Y | +52.7% | +87.1% | -34.5% | +26.2% |
| All | +68.3% | +205.3% | -137.0% | +36.9% |
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