-16.1%
IP vs DOV
+17.7%
-33.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.6% |
| 7D | -5.3% | -2.7% | -2.6% | -3.6% |
| 30D | -10.9% | -8.1% | -2.8% | -6.0% |
| 3M | +11.2% | -9.4% | +20.6% | +18.1% |
| 6M | -10.2% | -12.6% | +2.4% | -2.6% |
| YTD | -2.0% | -0.5% | -1.5% | -1.4% |
| 1Y | -19.1% | +9.2% | -28.3% | -23.0% |
| 3Y | +20.9% | +34.1% | -13.3% | +0.3% |
| All | -16.1% | +17.7% | -33.8% | -28.9% |
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