+19.8%
IBB vs DVA
+41.6%
-21.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -3.9% | +2.0% | -5.9% | -4.1% |
| 30D | +2.7% | -0.4% | +3.1% | +2.8% |
| 3M | +21.4% | -7.7% | +29.0% | +22.0% |
| 6M | +20.1% | +20.0% | +0.1% | +16.7% |
| YTD | +21.9% | +61.1% | -39.2% | +13.8% |
| 1Y | +44.1% | +33.9% | +10.3% | +37.8% |
| 3Y | +63.4% | +91.5% | -28.2% | +48.8% |
| 5Y | +19.8% | +41.8% | -22.0% | +11.5% |
| All | +19.8% | +41.6% | -21.9% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling