+1,045.0%
IJH vs DOV
+813.2%
+231.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.2% |
| 7D | -2.5% | -1.9% | -0.6% | -1.4% |
| 30D | -5.0% | -9.9% | +4.8% | +0.6% |
| 3M | +0.5% | -12.1% | +12.6% | +7.5% |
| 6M | +8.2% | -10.4% | +18.7% | +14.1% |
| YTD | +12.4% | -3.3% | +15.8% | +13.3% |
| 1Y | +14.4% | +7.8% | +6.6% | +7.9% |
| 3Y | +49.5% | +36.3% | +13.2% | +22.5% |
| 5Y | +47.8% | +14.8% | +33.0% | +32.0% |
| 10Y | +180.4% | +294.0% | -113.6% | +25.0% |
| All | +1,045.0% | +813.2% | +231.8% | +160.3% |
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