+51.2%
IEFA vs DOCS
-21.3%
+72.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.4% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +0.7% | +6.3% | -5.6% | +0.2% |
| 3M | -3.4% | +26.5% | -29.8% | -5.0% |
| 6M | +1.5% | +24.8% | -23.3% | -0.8% |
| YTD | +10.4% | -26.8% | +37.2% | +11.8% |
| 1Y | +13.4% | -38.3% | +51.7% | +16.2% |
| 3Y | +66.7% | +36.0% | +30.6% | +56.1% |
| 5Y | +49.5% | -55.0% | +104.5% | +45.1% |
| All | +51.2% | -21.3% | +72.5% | +46.4% |
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