+144.3%
IEMG vs DOV
+533.8%
-389.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | +1.6% | +1.3% | +0.3% | +1.0% |
| 30D | +4.6% | -8.6% | +13.3% | +8.7% |
| 3M | +4.8% | -13.1% | +18.0% | +11.2% |
| 6M | +16.8% | -8.8% | +25.6% | +21.1% |
| YTD | +24.8% | -1.2% | +26.1% | +24.8% |
| 1Y | +34.3% | +10.7% | +23.6% | +27.2% |
| 3Y | +87.0% | +39.3% | +47.7% | +56.7% |
| 5Y | +49.9% | +16.4% | +33.5% | +33.5% |
| 10Y | +144.8% | +302.5% | -157.7% | +18.7% |
| All | +144.3% | +533.8% | -389.5% | -7.9% |
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