+35.7%
DVA vs IBN
-4.0%
+39.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +1.8% | +1.4% | +0.4% | +1.5% |
| 30D | -2.5% | -0.3% | -2.2% | -2.4% |
| 3M | -4.3% | +17.1% | -21.4% | -7.6% |
| 6M | +18.9% | +3.4% | +15.5% | +14.2% |
| YTD | +61.9% | +2.5% | +59.4% | +55.1% |
| 1Y | +35.7% | -4.2% | +39.9% | +27.2% |
| All | +35.7% | -4.0% | +39.7% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling