+32.0%
DOV vs IRM
+186.8%
-154.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -0.1% | -5.3% | +5.1% | +1.8% |
| 30D | +11.3% | -2.3% | +13.6% | +12.0% |
| 3M | +2.2% | -7.4% | +9.6% | +4.7% |
| 6M | -2.9% | -12.2% | +9.3% | +1.3% |
| YTD | +9.6% | +38.6% | -29.0% | -5.5% |
| 1Y | +16.7% | +14.9% | +1.8% | +8.3% |
| 3Y | +66.9% | +108.2% | -41.3% | +11.3% |
| 5Y | +32.0% | +183.8% | -151.8% | -23.4% |
| All | +32.0% | +186.8% | -154.8% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling