+89.5%
IEFA vs DOCU
+110.9%
-21.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | 0.0% |
| 7D | -1.1% | -0.4% | -0.6% | -1.0% |
| 30D | +1.3% | +12.9% | -11.6% | 0.0% |
| 3M | -3.2% | +35.1% | -38.2% | -6.4% |
| 6M | +2.0% | +76.2% | -74.2% | -4.5% |
| YTD | +10.7% | +17.2% | -6.5% | +7.8% |
| 1Y | +13.0% | +16.4% | -3.5% | +10.0% |
| 3Y | +67.1% | +95.6% | -28.5% | +49.7% |
| 5Y | +49.4% | -68.5% | +117.9% | +51.8% |
| All | +89.5% | +110.9% | -21.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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