-16.0%
IONS vs DVA
+69.2%
-85.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.4% | -5.7% | -8.6% |
| 7D | -30.3% | -1.6% | -28.7% | -30.0% |
| 30D | -37.7% | 0.0% | -37.8% | -37.7% |
| 3M | -50.5% | -2.4% | -48.1% | -50.4% |
| 6M | -62.8% | -9.8% | -53.0% | -62.5% |
| YTD | -64.4% | +57.8% | -122.2% | -66.8% |
| 1Y | -59.5% | +49.2% | -108.7% | -61.9% |
| 3Y | -39.2% | +116.0% | -155.2% | -46.3% |
| All | -16.0% | +69.2% | -85.2% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling