+39.8%
IJR vs DOV
+14.8%
+25.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -2.2% | -2.0% | -0.2% | -1.0% |
| 30D | -4.6% | -8.9% | +4.3% | +1.0% |
| 3M | +0.2% | -13.3% | +13.5% | +8.7% |
| 6M | +14.7% | -9.7% | +24.4% | +20.6% |
| YTD | +18.9% | -2.5% | +21.3% | +18.4% |
| 1Y | +19.9% | +7.2% | +12.7% | +11.7% |
| 3Y | +53.0% | +39.4% | +13.6% | +18.0% |
| All | +39.8% | +14.8% | +25.0% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling