+47.5%
IEFA vs DOCS
-21.0%
+68.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | -1.5% | +17.4% | -18.9% | -2.5% |
| 3M | -5.2% | +57.4% | -62.5% | -8.4% |
| 6M | -1.6% | +26.5% | -28.1% | -3.9% |
| YTD | +7.7% | -26.6% | +34.3% | +9.1% |
| 1Y | +12.2% | -48.1% | +60.3% | +16.4% |
| 3Y | +62.1% | +52.6% | +9.4% | +50.1% |
| 5Y | +43.7% | -52.1% | +95.8% | +39.2% |
| All | +47.5% | -21.0% | +68.6% | +42.8% |
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