+83.0%
IBM vs DVA
+116.5%
-33.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +1.4% |
| 7D | -1.7% | -4.8% | +3.0% | -1.5% |
| 30D | +10.1% | +0.9% | +9.1% | +10.0% |
| 3M | +4.8% | +2.9% | +1.9% | +4.6% |
| 6M | +12.6% | -7.8% | +20.4% | +13.1% |
| YTD | -13.9% | +61.5% | -75.4% | -18.1% |
| 1Y | -18.7% | +50.1% | -68.8% | -21.4% |
| All | +83.0% | +116.5% | -33.5% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling