-12.3%
IP vs DOV
+24.1%
-36.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.8% | -1.0% |
| 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% | -16.3% |
| 6M | +10.3% | -8.9% | +19.2% | +16.6% |
| YTD | -9.9% | +4.5% | -14.4% | -12.2% |
| 1Y | -1.1% | +13.9% | -15.0% | -8.3% |
| 3Y | +13.0% | +55.9% | -42.9% | -15.0% |
| 5Y | -12.3% | +25.8% | -38.0% | -29.6% |
| All | -12.3% | +24.1% | -36.3% | -29.6% |
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 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