+4,349.8%
DVA vs IFF
+268.6%
+4,081.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.2% | -2.8% | +2.6% | +0.7% |
| 30D | +1.7% | -1.1% | +2.8% | +2.0% |
| 3M | -8.7% | +13.8% | -22.5% | -13.0% |
| 6M | +19.7% | +16.7% | +3.0% | +12.9% |
| YTD | +59.6% | +26.1% | +33.5% | +47.1% |
| 1Y | +37.1% | +33.5% | +3.6% | +24.0% |
| 3Y | +89.8% | +31.6% | +58.2% | +70.3% |
| 5Y | +47.4% | -34.9% | +82.2% | +57.2% |
| 10Y | +184.9% | -20.3% | +205.2% | +175.6% |
| All | +4,349.8% | +268.6% | +4,081.2% | +2,324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling