+117.6%
IBB vs DVA
+187.8%
-70.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | +1.1% | 0.0% | +1.1% | +1.1% |
| 3M | +19.0% | -10.9% | +30.0% | +20.9% |
| 6M | +18.9% | +17.3% | +1.6% | +13.9% |
| YTD | +20.3% | +59.8% | -39.5% | +7.6% |
| 1Y | +41.5% | +36.3% | +5.2% | +30.6% |
| 3Y | +60.3% | +88.6% | -28.3% | +35.0% |
| 5Y | +18.7% | +47.5% | -28.8% | +3.3% |
| All | +117.6% | +187.8% | -70.2% | +55.7% |
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