+19,849.7%
DVA vs IBN
+1,760.3%
+18,089.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -8.8% | +1.9% | -10.6% | -9.0% |
| 30D | -3.4% | +22.1% | -25.5% | -5.8% |
| 3M | -2.6% | +17.1% | -19.7% | -4.5% |
| 6M | -11.9% | +35.5% | -47.4% | -15.2% |
| YTD | +53.6% | +16.8% | +36.8% | +50.4% |
| 1Y | +41.9% | +12.4% | +29.5% | +39.5% |
| 3Y | +97.5% | +58.0% | +39.5% | +85.4% |
| 5Y | +65.0% | +73.7% | -8.7% | +52.3% |
| 10Y | +193.2% | +385.6% | -192.3% | +134.1% |
| All | +19,849.7% | +1,760.3% | +18,089.4% | +14,150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling