+134.5%
IBM vs DVA
+187.5%
-52.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.8% | +1.7% | -3.5% | -2.1% |
| 3M | -13.5% | -8.7% | -4.8% | -12.4% |
| 6M | -5.1% | +19.7% | -24.8% | -9.1% |
| YTD | -19.4% | +59.6% | -79.0% | -27.9% |
| 1Y | -6.5% | +37.1% | -43.6% | -13.7% |
| 3Y | +73.8% | +89.8% | -16.0% | +46.5% |
| 5Y | +116.3% | +47.4% | +69.0% | +89.0% |
| All | +134.5% | +187.5% | -52.9% | +66.6% |
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 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