+219.7%
IAU vs DVA
+187.8%
+31.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.0% | -1.3% | -0.7% | -2.0% |
| 30D | -1.5% | 0.0% | -1.6% | -1.5% |
| 3M | +3.3% | -10.9% | +14.2% | +3.3% |
| 6M | -16.2% | +17.3% | -33.5% | -16.7% |
| YTD | +0.7% | +59.8% | -59.1% | -0.6% |
| 1Y | +19.2% | +36.3% | -17.0% | +18.0% |
| 3Y | +124.4% | +88.6% | +35.8% | +121.0% |
| 5Y | +140.0% | +47.5% | +92.5% | +135.9% |
| All | +219.7% | +187.8% | +31.9% | +216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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