+288.7%
DOV vs IRM
+430.1%
-141.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.3% |
| 7D | -1.9% | -1.8% | -0.1% | -1.2% |
| 30D | -9.9% | -7.8% | -2.1% | -6.9% |
| 3M | -12.1% | -7.9% | -4.3% | -9.4% |
| 6M | -10.4% | +6.3% | -16.8% | -13.5% |
| YTD | -3.3% | +38.2% | -41.5% | -16.8% |
| 1Y | +7.8% | +19.8% | -12.1% | -2.2% |
| 3Y | +36.3% | +98.8% | -62.4% | -4.9% |
| 5Y | +14.8% | +191.8% | -177.0% | -33.8% |
| All | +288.7% | +430.1% | -141.4% | +65.6% |
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