+1,282.4%
DOV vs IAG
+377.5%
+904.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | -2.7% | -0.5% | -2.1% | -2.6% |
| 30D | -8.1% | +28.9% | -37.0% | -10.3% |
| 3M | -9.4% | +19.1% | -28.5% | -11.2% |
| 6M | -12.6% | -10.3% | -2.4% | -12.5% |
| YTD | -0.5% | +24.2% | -24.7% | -3.5% |
| 1Y | +9.2% | +116.5% | -107.2% | +0.4% |
| 3Y | +34.1% | +742.8% | -708.7% | +6.4% |
| 5Y | +17.3% | +753.3% | -736.1% | -10.2% |
| 10Y | +284.9% | +403.2% | -118.3% | +186.7% |
| All | +1,282.4% | +377.5% | +904.9% | +845.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling