+89.0%
IEFA vs DOCU
+104.4%
-15.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.1% | -3.4% | +4.5% | +1.5% |
| 30D | +0.7% | +9.3% | -8.6% | -0.3% |
| 3M | -3.4% | +30.2% | -33.6% | -6.2% |
| 6M | +1.5% | +62.1% | -60.6% | -4.2% |
| YTD | +10.4% | +13.5% | -3.2% | +7.8% |
| 1Y | +13.4% | +11.5% | +1.9% | +10.9% |
| 3Y | +66.7% | +89.5% | -22.8% | +49.8% |
| 5Y | +49.5% | -69.6% | +119.1% | +52.4% |
| All | +89.0% | +104.4% | -15.4% | +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