+180.6%
DVA vs IAG
+427.6%
-247.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -1.3% | -1.1% | -0.3% | -1.3% |
| 30D | 0.0% | +12.1% | -12.1% | -0.4% |
| 3M | -10.9% | +25.5% | -36.5% | -11.8% |
| 6M | +17.3% | -7.1% | +24.4% | +17.1% |
| YTD | +59.8% | +22.9% | +36.9% | +57.8% |
| 1Y | +36.3% | +83.3% | -47.1% | +32.7% |
| 3Y | +88.6% | +808.5% | -719.9% | +72.7% |
| 5Y | +47.5% | +838.0% | -790.4% | +33.5% |
| All | +180.6% | +427.6% | -247.0% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling