+20,927.4%
DVA vs IBN
+1,532.9%
+19,394.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | -2.5% | -0.3% | -2.2% | -2.5% |
| 3M | -4.3% | +17.1% | -21.4% | -6.1% |
| 6M | +18.9% | +3.4% | +15.5% | +18.3% |
| YTD | +61.9% | +2.5% | +59.4% | +61.2% |
| 1Y | +35.7% | -4.2% | +39.9% | +36.1% |
| 3Y | +78.6% | +32.4% | +46.3% | +71.4% |
| 5Y | +39.2% | +59.2% | -20.0% | +29.9% |
| 10Y | +184.0% | +345.7% | -161.7% | +129.0% |
| All | +20,927.4% | +1,532.9% | +19,394.5% | +15,174.3% |
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