+5,794.8%
DOV vs IFF
+825.7%
+4,969.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -2.0% | -3.2% | +1.2% | -0.6% |
| 30D | -8.9% | -0.3% | -8.6% | -8.9% |
| 3M | -13.3% | +8.4% | -21.7% | -16.9% |
| 6M | -9.7% | +23.0% | -32.7% | -19.3% |
| YTD | -2.5% | +25.5% | -27.9% | -14.0% |
| 1Y | +7.2% | +29.1% | -21.8% | -7.0% |
| 3Y | +39.4% | +31.7% | +7.8% | +16.4% |
| 5Y | +15.8% | -35.2% | +51.0% | +29.0% |
| 10Y | +297.5% | -20.7% | +318.2% | +280.7% |
| All | +5,794.8% | +825.7% | +4,969.1% | +1,714.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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