+288.7%
DOV vs IAG
+423.2%
-134.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -1.9% | -4.1% | +2.1% | -1.7% |
| 30D | -9.9% | +10.6% | -20.5% | -10.5% |
| 3M | -12.1% | +35.4% | -47.5% | -14.0% |
| 6M | -10.4% | -9.5% | -0.9% | -10.4% |
| YTD | -3.3% | +21.8% | -25.2% | -5.2% |
| 1Y | +7.8% | +84.1% | -76.4% | +2.8% |
| 3Y | +36.3% | +817.4% | -781.0% | +16.5% |
| 5Y | +14.8% | +830.1% | -815.3% | -4.3% |
| All | +288.7% | +423.2% | -134.5% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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