+50.8%
IEFA vs DOCS
-19.0%
+69.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.2% | +2.6% | -0.3% | +2.0% |
| 30D | +1.1% | +11.4% | -10.4% | +0.3% |
| 3M | -4.3% | +25.4% | -29.7% | -5.8% |
| 6M | +1.4% | +42.5% | -41.2% | -1.7% |
| YTD | +10.1% | -24.7% | +34.8% | +11.3% |
| 1Y | +12.9% | -32.9% | +45.8% | +15.0% |
| 3Y | +65.8% | +39.6% | +26.2% | +55.1% |
| 5Y | +47.7% | -54.6% | +102.3% | +43.1% |
| All | +50.8% | -19.0% | +69.8% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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