+140.8%
IEMG vs DOV
+300.2%
-159.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -1.3% | -2.0% | +0.7% | -0.5% |
| 30D | +1.9% | -8.9% | +10.8% | +5.9% |
| 3M | +1.4% | -13.3% | +14.7% | +7.4% |
| 6M | +15.2% | -9.7% | +24.8% | +19.7% |
| YTD | +23.8% | -2.5% | +26.3% | +24.4% |
| 1Y | +30.7% | +7.2% | +23.4% | +25.6% |
| 3Y | +83.3% | +39.4% | +43.9% | +54.2% |
| 5Y | +48.8% | +15.8% | +32.9% | +33.2% |
| All | +140.8% | +300.2% | -159.4% | +37.4% |
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