+125.9%
IEF vs DOV
+1,529.5%
-1,403.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.0% | +3.0% | -5.0% | -1.8% |
| 30D | +0.7% | +8.6% | -7.9% | +1.3% |
| 3M | -2.5% | +1.9% | -4.3% | -2.3% |
| 6M | -2.6% | -1.7% | -0.9% | -2.6% |
| YTD | -3.2% | +8.3% | -11.5% | -2.5% |
| 1Y | -3.0% | +16.6% | -19.6% | -1.9% |
| 3Y | +10.5% | +65.1% | -54.6% | +15.1% |
| 5Y | -8.2% | +29.2% | -37.3% | -5.8% |
| 10Y | +6.7% | +329.7% | -323.0% | +22.8% |
| All | +125.9% | +1,529.5% | -1,403.7% | +204.9% |
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 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