+2,093.4%
IBM vs DVA
+5,180.6%
-3,087.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +1.3% |
| 7D | -1.7% | -4.8% | +3.0% | -1.2% |
| 30D | +10.1% | +0.9% | +9.1% | +9.9% |
| 3M | +4.8% | +2.9% | +1.9% | +4.4% |
| 6M | +12.6% | -7.8% | +20.4% | +13.1% |
| YTD | -13.9% | +61.5% | -75.4% | -19.5% |
| 1Y | -18.7% | +50.1% | -68.8% | -23.3% |
| 3Y | +81.9% | +121.1% | -39.2% | +63.3% |
| 5Y | +148.3% | +72.9% | +75.4% | +124.8% |
| 10Y | +143.6% | +208.2% | -64.6% | +105.3% |
| All | +2,093.4% | +5,180.6% | -3,087.2% | +1,404.2% |
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