+16.8%
IEMG vs DOV
-6.0%
+22.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | +1.6% | +1.3% | +0.3% | +1.0% |
| 30D | +4.6% | -8.6% | +13.3% | +9.2% |
| 3M | +4.8% | -13.1% | +18.0% | +12.2% |
| 6M | +16.8% | -8.8% | +25.6% | +19.6% |
| All | +16.8% | -6.0% | +22.8% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling