+2,583.6%
ICE vs DOV
+1,058.8%
+1,524.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | +3.6% | +3.0% | +0.6% | +1.8% |
| 30D | +15.1% | +8.6% | +6.5% | +9.3% |
| 3M | +15.4% | +1.9% | +13.5% | +13.5% |
| 6M | +16.1% | -1.7% | +17.8% | +15.3% |
| YTD | +11.4% | +8.3% | +3.0% | +2.8% |
| 1Y | +18.5% | +16.6% | +1.9% | +4.5% |
| 3Y | +70.5% | +65.1% | +5.4% | +15.9% |
| 5Y | +40.9% | +29.2% | +11.8% | +8.7% |
| 10Y | +260.6% | +329.7% | -69.1% | +9.5% |
| All | +2,583.6% | +1,058.8% | +1,524.8% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling