+49.4%
IEFA vs DOCS
-53.5%
+102.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | -1.1% | -4.2% | +3.1% | -0.8% |
| 30D | +1.3% | +8.6% | -7.3% | +0.7% |
| 3M | -3.2% | +27.2% | -30.4% | -5.0% |
| 6M | +2.0% | +26.5% | -24.5% | -0.6% |
| YTD | +10.7% | -25.0% | +35.7% | +12.2% |
| 1Y | +13.0% | -37.0% | +49.9% | +16.1% |
| 3Y | +67.1% | +39.4% | +27.7% | +53.6% |
| 5Y | +49.4% | -56.7% | +106.1% | +45.5% |
| All | +49.4% | -53.5% | +102.9% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling