-7.4%
INDA vs DVA
+62.2%
-69.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.0% | +2.5% |
| 7D | +6.9% | +4.7% | +2.2% | +6.7% |
| 30D | +7.4% | +7.8% | -0.4% | +7.1% |
| 3M | -1.0% | -15.5% | +14.5% | -0.7% |
| 6M | +2.9% | +25.0% | -22.2% | +1.8% |
| YTD | -7.4% | +69.6% | -77.0% | -8.7% |
| 1Y | -7.4% | +60.6% | -68.0% | -9.1% |
| All | -7.4% | +62.2% | -69.5% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling