+541.7%
IBB vs DVA
+3,579.8%
-3,038.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | +1.4% | +1.8% | -0.4% | +0.9% |
| 30D | +10.5% | -2.5% | +13.0% | +11.2% |
| 3M | +23.6% | -4.3% | +27.9% | +24.0% |
| 6M | +22.6% | +18.9% | +3.8% | +14.4% |
| YTD | +25.7% | +61.9% | -36.3% | +5.7% |
| 1Y | +51.4% | +35.7% | +15.7% | +34.0% |
| 3Y | +64.4% | +78.6% | -14.3% | +28.8% |
| 5Y | +22.1% | +39.2% | -17.1% | -0.7% |
| 10Y | +132.5% | +184.0% | -51.6% | +35.3% |
| All | +541.7% | +3,579.8% | -3,038.1% | +44.6% |
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