+210.5%
ICE vs DOV
+296.6%
-86.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | -5.3% | -1.9% | -3.4% | -4.7% |
| 30D | +3.0% | -9.9% | +12.9% | +6.9% |
| 3M | +11.4% | -12.1% | +23.5% | +16.0% |
| 6M | -2.0% | -10.4% | +8.4% | +0.7% |
| YTD | -3.1% | -3.3% | +0.2% | -3.8% |
| 1Y | -8.4% | +7.8% | -16.1% | -13.1% |
| 3Y | +40.7% | +36.3% | +4.4% | +18.1% |
| 5Y | +40.0% | +14.8% | +25.1% | +24.0% |
| All | +210.5% | +296.6% | -86.1% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling