+1,054.0%
IJH vs DVA
+15,188.4%
-14,134.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.9% | -1.3% | -0.5% | -1.5% |
| 30D | -4.6% | 0.0% | -4.7% | -4.7% |
| 3M | -1.2% | -10.9% | +9.8% | +1.0% |
| 6M | +9.4% | +17.3% | -7.9% | +3.2% |
| YTD | +13.3% | +59.8% | -46.5% | -2.6% |
| 1Y | +13.4% | +36.3% | -22.9% | +1.6% |
| 3Y | +50.4% | +88.6% | -38.2% | +19.8% |
| 5Y | +49.0% | +47.5% | +1.4% | +22.5% |
| 10Y | +182.6% | +185.2% | -2.6% | +84.9% |
| All | +1,054.0% | +15,188.4% | -14,134.4% | +339.8% |
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