+56.4%
IONS vs DVA
+39.4%
+17.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.2% | -2.1% |
| 7D | -5.3% | +2.2% | -7.5% | -5.6% |
| 30D | +0.3% | -2.0% | +2.3% | +0.5% |
| 3M | -22.9% | -6.3% | -16.6% | -22.5% |
| 6M | -23.4% | +19.4% | -42.8% | -25.6% |
| YTD | -28.3% | +58.5% | -86.8% | -33.1% |
| 1Y | -7.0% | +33.9% | -40.9% | -11.4% |
| 3Y | +37.6% | +88.4% | -50.8% | +23.3% |
| All | +56.4% | +39.4% | +17.0% | +48.7% |
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