+543.4%
IBB vs DVA
+3,391.2%
-2,847.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.5% | -8.8% | +8.2% | +2.0% |
| 30D | +4.6% | -3.4% | +7.9% | +5.2% |
| 3M | +6.8% | -2.6% | +9.4% | +6.9% |
| 6M | +23.1% | -11.9% | +35.0% | +25.5% |
| YTD | +26.0% | +53.6% | -27.6% | +6.9% |
| 1Y | +30.4% | +41.9% | -11.5% | +13.2% |
| 3Y | +85.4% | +97.5% | -12.1% | +41.3% |
| 5Y | +39.7% | +65.0% | -25.2% | +6.3% |
| 10Y | +127.1% | +193.2% | -66.2% | +29.2% |
| All | +543.4% | +3,391.2% | -2,847.8% | +46.3% |
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