+13.8%
IP vs DOV
+56.2%
-42.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.8% | -0.9% |
| 7D | -5.0% | -3.7% | -1.3% | -2.7% |
| 30D | +6.5% | +5.6% | +1.0% | +2.8% |
| 3M | -18.0% | -3.5% | -14.6% | -16.2% |
| 6M | +10.3% | -8.9% | +19.2% | +16.6% |
| YTD | -9.9% | +4.5% | -14.4% | -12.0% |
| 1Y | -1.1% | +13.9% | -15.0% | -7.9% |
| All | +13.8% | +56.2% | -42.3% | -13.4% |
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