+75.0%
IWF vs DOV
+15.8%
+59.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.4% |
| 7D | +0.5% | +1.3% | -0.8% | -0.2% |
| 30D | -1.4% | -8.6% | +7.3% | +3.2% |
| 3M | +0.4% | -13.1% | +13.6% | +7.3% |
| 6M | +8.5% | -8.8% | +17.3% | +12.3% |
| YTD | +3.7% | -1.2% | +4.9% | +2.3% |
| 1Y | +8.5% | +10.7% | -2.2% | -0.2% |
| 3Y | +78.5% | +39.3% | +39.3% | +39.7% |
| All | +75.0% | +15.8% | +59.3% | +46.7% |
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