+859.8%
IAU vs DVA
+765.9%
+93.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.7% |
| 7D | +0.7% | +2.2% | -1.5% | +0.7% |
| 30D | +0.3% | -2.0% | +2.3% | +0.4% |
| 3M | +0.7% | -6.3% | +7.0% | +0.7% |
| 6M | -15.5% | +19.4% | -34.9% | -16.1% |
| YTD | +1.0% | +58.5% | -57.5% | -0.4% |
| 1Y | +19.6% | +33.9% | -14.3% | +18.3% |
| 3Y | +125.4% | +88.4% | +37.0% | +121.1% |
| 5Y | +140.7% | +39.5% | +101.2% | +136.5% |
| 10Y | +218.1% | +179.5% | +38.7% | +207.2% |
| All | +859.8% | +765.9% | +93.9% | +778.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling