+81.1%
IEMG vs DOV
+35.8%
+45.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.2% |
| 7D | -0.9% | -1.9% | +1.1% | -0.1% |
| 30D | +2.1% | -9.9% | +12.0% | +6.0% |
| 3M | +4.6% | -12.1% | +16.7% | +9.5% |
| 6M | +14.0% | -10.4% | +24.5% | +18.4% |
| YTD | +22.3% | -3.3% | +25.7% | +23.7% |
| 1Y | +30.7% | +7.8% | +22.9% | +27.0% |
| All | +81.1% | +35.8% | +45.3% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling