+180.6%
DVA vs IBN
+324.2%
-143.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | 0.0% | -1.5% | +1.5% | +0.3% |
| 3M | -10.9% | +7.9% | -18.9% | -12.4% |
| 6M | +17.3% | +8.6% | +8.6% | +15.1% |
| YTD | +59.8% | -0.6% | +60.4% | +59.4% |
| 1Y | +36.3% | -7.3% | +43.6% | +37.7% |
| 3Y | +88.6% | +26.2% | +62.4% | +77.3% |
| 5Y | +47.5% | +57.8% | -10.3% | +31.1% |
| All | +180.6% | +324.2% | -143.7% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling