-9.2%
IEF vs DOV
+13.3%
-22.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -1.2% | -1.9% | +0.7% | -1.2% |
| 30D | -1.5% | -9.9% | +8.4% | -1.3% |
| 3M | -1.7% | -12.1% | +10.4% | -1.4% |
| 6M | -3.5% | -10.4% | +6.9% | -3.3% |
| YTD | -2.6% | -3.3% | +0.7% | -2.6% |
| 1Y | -2.4% | +7.8% | -10.2% | -2.5% |
| 3Y | +8.9% | +36.3% | -27.4% | +7.8% |
| 5Y | -9.2% | +14.8% | -24.1% | -11.9% |
| All | -9.2% | +13.3% | -22.6% | -11.9% |
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