+105.6%
IAU vs DOV
+29.1%
+76.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | +3.0% | -7.6% | -4.8% |
| 30D | -5.4% | +8.6% | -14.0% | -6.1% |
| 3M | -10.9% | +1.9% | -12.7% | -11.1% |
| 6M | -17.4% | -1.7% | -15.7% | -17.3% |
| YTD | -10.2% | +8.3% | -18.5% | -10.6% |
| 1Y | -7.1% | +16.6% | -23.6% | -7.8% |
| 3Y | +97.7% | +65.1% | +32.6% | +91.6% |
| All | +105.6% | +29.1% | +76.5% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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