+180.6%
DVA vs IFF
-20.3%
+200.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -1.3% | -3.2% | +1.8% | -0.3% |
| 30D | 0.0% | -0.3% | +0.3% | +0.1% |
| 3M | -10.9% | +8.4% | -19.4% | -14.2% |
| 6M | +17.3% | +23.0% | -5.8% | +8.2% |
| YTD | +59.8% | +25.5% | +34.3% | +46.2% |
| 1Y | +36.3% | +29.1% | +7.2% | +23.3% |
| 3Y | +88.6% | +31.7% | +56.9% | +67.2% |
| 5Y | +47.5% | -35.2% | +82.8% | +58.6% |
| All | +180.6% | -20.3% | +200.8% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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