+67.1%
DOV vs IRM
+109.6%
-42.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -0.1% | -5.3% | +5.1% | +1.5% |
| 30D | +11.3% | -2.3% | +13.6% | +11.9% |
| 3M | +2.2% | -7.4% | +9.6% | +4.3% |
| 6M | -2.9% | -12.2% | +9.3% | +0.6% |
| YTD | +9.6% | +38.6% | -29.0% | -2.9% |
| 1Y | +16.7% | +14.9% | +1.8% | +9.8% |
| All | +67.1% | +109.6% | -42.5% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling