+52.0%
IEFA vs DOCS
-20.2%
+72.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +3.0% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +1.2% | +7.8% | -6.6% | +0.7% |
| 3M | -3.4% | +20.0% | -23.3% | -4.7% |
| 6M | +2.0% | +26.5% | -24.5% | -0.3% |
| YTD | +11.0% | -25.8% | +36.7% | +12.3% |
| 1Y | +15.2% | -39.5% | +54.7% | +18.3% |
| 3Y | +68.4% | +60.3% | +8.0% | +55.4% |
| 5Y | +48.4% | -57.0% | +105.4% | +44.1% |
| All | +52.0% | -20.2% | +72.2% | +47.0% |
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