+352.1%
IDXX vs DVA
+187.8%
+164.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -5.7% | -1.3% | -4.4% | -5.5% |
| 30D | -11.5% | 0.0% | -11.6% | -11.6% |
| 3M | -9.5% | -10.9% | +1.4% | -7.8% |
| 6M | -16.0% | +17.3% | -33.2% | -20.0% |
| YTD | -25.4% | +59.8% | -85.2% | -34.5% |
| 1Y | -21.8% | +36.3% | -58.0% | -28.7% |
| 3Y | +7.0% | +88.6% | -81.6% | -11.4% |
| 5Y | -26.0% | +47.5% | -73.5% | -36.8% |
| All | +352.1% | +187.8% | +164.3% | +212.2% |
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 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