+129.6%
IEF vs DOV
+1,411.5%
-1,281.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | 0.0% |
| 7D | +0.1% | +2.5% | -2.5% | +0.2% |
| 30D | -0.7% | -7.5% | +6.8% | -1.2% |
| 3M | -0.4% | -9.7% | +9.2% | -1.0% |
| 6M | -2.5% | -6.1% | +3.6% | -2.8% |
| YTD | -1.6% | +0.5% | -2.1% | -1.4% |
| 1Y | -1.3% | +10.5% | -11.8% | -0.4% |
| 3Y | +10.1% | +41.7% | -31.6% | +13.4% |
| 5Y | -8.3% | +18.4% | -26.7% | -6.5% |
| 10Y | +4.5% | +289.8% | -285.3% | +19.5% |
| All | +129.6% | +1,411.5% | -1,281.9% | +208.3% |
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