+18.5%
DOV vs IRM
+192.6%
-174.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | +2.5% | +1.6% | +0.9% | +1.9% |
| 30D | -7.5% | -4.2% | -3.3% | -6.1% |
| 3M | -9.7% | -5.4% | -4.3% | -8.1% |
| 6M | -6.1% | +12.0% | -18.1% | -11.0% |
| YTD | +0.5% | +42.0% | -41.6% | -13.7% |
| 1Y | +10.5% | +29.9% | -19.3% | -2.5% |
| 3Y | +41.7% | +104.4% | -62.7% | -3.4% |
| All | +18.5% | +192.6% | -174.2% | -32.0% |
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 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