+3.6%
IEF vs DOV
+300.2%
-296.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -1.3% | -2.0% | +0.6% | -1.4% |
| 30D | -1.7% | -8.9% | +7.2% | -2.0% |
| 3M | -2.5% | -13.3% | +10.7% | -2.9% |
| 6M | -3.3% | -9.7% | +6.4% | -3.5% |
| YTD | -2.8% | -2.5% | -0.4% | -2.8% |
| 1Y | -2.7% | +7.2% | -10.0% | -2.3% |
| 3Y | +8.9% | +39.4% | -30.5% | +10.7% |
| 5Y | -9.4% | +15.8% | -25.3% | -8.9% |
| All | +3.6% | +300.2% | -296.6% | +14.2% |
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