+1,404.7%
DOV vs IAG
+303.8%
+1,100.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.1% |
| 7D | +3.0% | -7.7% | +10.7% | +3.7% |
| 30D | +8.6% | +1.6% | +7.0% | +8.3% |
| 3M | +1.9% | -2.4% | +4.3% | +1.7% |
| 6M | -1.7% | -7.8% | +6.1% | -1.7% |
| YTD | +8.3% | +5.0% | +3.3% | +6.3% |
| 1Y | +16.6% | +25.7% | -9.1% | +12.5% |
| 3Y | +65.1% | +694.5% | -629.4% | +31.6% |
| 5Y | +29.2% | +421.7% | -392.5% | +3.3% |
| 10Y | +329.7% | +382.5% | -52.8% | +221.9% |
| All | +1,404.7% | +303.8% | +1,100.9% | +942.2% |
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