+329.1%
DOV vs IRM
+520.0%
-190.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | +3.0% | +6.8% | -3.8% | +0.2% |
| 30D | +8.6% | +2.6% | +6.0% | +7.2% |
| 3M | +1.9% | -9.5% | +11.3% | +5.6% |
| 6M | -1.7% | -8.5% | +6.8% | +1.1% |
| YTD | +8.3% | +40.3% | -31.9% | -8.1% |
| 1Y | +16.6% | +28.7% | -12.1% | +2.4% |
| 3Y | +65.1% | +111.8% | -46.7% | +10.5% |
| 5Y | +29.2% | +189.1% | -159.9% | -26.5% |
| All | +329.1% | +520.0% | -190.9% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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