+1,877.2%
DVA vs IAG
+368.9%
+1,508.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.0% |
| 7D | +2.2% | +4.3% | -2.0% | +2.0% |
| 30D | -2.0% | +9.8% | -11.8% | -2.5% |
| 3M | -6.3% | +28.9% | -35.2% | -7.7% |
| 6M | +19.4% | -7.6% | +27.0% | +19.3% |
| YTD | +58.5% | +22.0% | +36.5% | +55.7% |
| 1Y | +33.9% | +99.5% | -65.6% | +28.0% |
| 3Y | +88.4% | +818.3% | -729.8% | +64.4% |
| 5Y | +39.5% | +785.9% | -746.4% | +19.7% |
| 10Y | +179.5% | +381.1% | -201.6% | +136.5% |
| All | +1,877.2% | +368.9% | +1,508.4% | +1,294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling