+1,124.6%
IJR vs DVA
+15,169.9%
-14,045.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -4.7% | +1.7% | -6.4% | -5.2% |
| 3M | +2.1% | -8.7% | +10.8% | +3.8% |
| 6M | +13.9% | +19.7% | -5.8% | +6.6% |
| YTD | +18.2% | +59.6% | -41.4% | +1.1% |
| 1Y | +21.8% | +37.1% | -15.3% | +8.5% |
| 3Y | +52.2% | +89.8% | -37.6% | +20.3% |
| 5Y | +40.1% | +47.4% | -7.2% | +14.7% |
| 10Y | +169.7% | +184.9% | -15.2% | +75.0% |
| All | +1,124.6% | +15,169.9% | -14,045.3% | +376.5% |
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