-2.9%
DOV vs IRM
-12.2%
+9.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -0.1% | -5.3% | +5.1% | +1.4% |
| 30D | +11.3% | -2.3% | +13.6% | +11.9% |
| 3M | +2.2% | -7.4% | +9.6% | +4.2% |
| 6M | -2.9% | -12.2% | +9.3% | +0.4% |
| All | -2.9% | -12.2% | +9.3% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling