+90.0%
IEFA vs DOCU
+104.6%
-14.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.9% | +3.0% |
| 7D | +1.1% | -4.8% | +5.9% | +1.6% |
| 30D | +1.2% | +9.4% | -8.2% | +0.2% |
| 3M | -3.4% | +29.0% | -32.4% | -6.1% |
| 6M | +2.0% | +62.3% | -60.3% | -3.7% |
| YTD | +11.0% | +13.7% | -2.7% | +8.4% |
| 1Y | +15.2% | +11.5% | +3.7% | +12.7% |
| 3Y | +68.4% | +94.2% | -25.8% | +50.9% |
| 5Y | +48.4% | -71.7% | +120.1% | +52.4% |
| All | +90.0% | +104.6% | -14.6% | +52.0% |
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