+1,961.3%
IBM vs DVA
+5,194.7%
-3,233.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -0.3% | +1.8% | -2.1% | -0.5% |
| 30D | +0.3% | -2.5% | +2.8% | +0.5% |
| 3M | -21.6% | -4.3% | -17.3% | -21.4% |
| 6M | -4.7% | +18.9% | -23.6% | -7.1% |
| YTD | -19.1% | +61.9% | -81.0% | -24.2% |
| 1Y | -2.5% | +35.7% | -38.2% | -6.9% |
| 3Y | +74.2% | +78.6% | -4.5% | +59.7% |
| 5Y | +113.1% | +39.2% | +73.9% | +97.8% |
| 10Y | +133.5% | +184.0% | -50.5% | +98.3% |
| All | +1,961.3% | +5,194.7% | -3,233.4% | +1,315.0% |
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