+111.6%
INDA vs DVA
+330.9%
-219.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | -1.0% | +2.2% | -3.2% | -1.3% |
| 30D | -2.5% | -2.0% | -0.5% | -2.3% |
| 3M | +4.0% | -6.3% | +10.2% | +4.6% |
| 6M | -1.8% | +19.4% | -21.2% | -5.7% |
| YTD | -9.2% | +58.5% | -67.7% | -17.4% |
| 1Y | -7.2% | +33.9% | -41.0% | -13.2% |
| 3Y | +9.8% | +88.4% | -78.6% | -6.3% |
| 5Y | +7.5% | +39.5% | -32.0% | -4.3% |
| 10Y | +80.8% | +179.5% | -98.7% | +28.0% |
| All | +111.6% | +330.9% | -219.3% | +21.6% |
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