-58.4%
IONS vs DVA
+42.3%
-100.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.4% |
| 7D | -26.3% | -8.8% | -17.5% | -25.4% |
| 30D | -31.9% | -3.4% | -28.5% | -31.5% |
| 3M | -48.0% | -2.6% | -45.4% | -47.8% |
| 6M | -62.6% | -11.9% | -50.7% | -62.2% |
| YTD | -63.3% | +53.6% | -116.9% | -64.9% |
| 1Y | -58.4% | +41.9% | -100.3% | -59.3% |
| All | -58.4% | +42.3% | -100.7% | -59.3% |
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