-9.7%
IP vs DOV
+30.7%
-40.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +0.1% |
| 7D | -3.0% | -1.4% | -1.7% | -2.2% |
| 30D | +10.6% | +12.8% | -2.2% | +2.4% |
| 3M | -13.6% | +1.1% | -14.7% | -14.3% |
| 6M | +10.4% | -2.6% | +13.0% | +11.9% |
| YTD | -6.5% | +9.9% | -16.4% | -11.7% |
| 1Y | -2.1% | +19.3% | -21.4% | -12.0% |
| 3Y | +22.0% | +68.4% | -46.4% | -12.6% |
| 5Y | -9.7% | +29.1% | -38.9% | -29.2% |
| All | -9.7% | +30.7% | -40.4% | -29.2% |
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