+2,079.9%
DOV vs IRM
+9,964.6%
-7,884.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | -8.1% | -8.1% | 0.0% | -5.7% |
| 3M | -9.4% | -9.7% | +0.3% | -6.6% |
| 6M | -12.6% | +10.0% | -22.6% | -15.8% |
| YTD | -0.5% | +43.0% | -43.5% | -12.2% |
| 1Y | +9.2% | +32.7% | -23.4% | -1.8% |
| 3Y | +34.1% | +102.7% | -68.6% | +3.3% |
| 5Y | +17.3% | +187.6% | -170.3% | -20.2% |
| 10Y | +284.9% | +420.1% | -135.2% | +111.3% |
| All | +2,079.9% | +9,964.6% | -7,884.7% | +606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling