+178.4%
IONS vs DVA
+5,059.1%
-4,880.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.4% | -5.7% | -8.3% |
| 7D | -30.3% | -1.6% | -28.7% | -29.9% |
| 30D | -37.7% | 0.0% | -37.8% | -37.8% |
| 3M | -50.5% | -2.4% | -48.1% | -50.4% |
| 6M | -62.8% | -9.8% | -53.0% | -62.2% |
| YTD | -64.4% | +57.8% | -122.2% | -68.5% |
| 1Y | -59.5% | +49.2% | -108.7% | -63.7% |
| 3Y | -39.2% | +116.0% | -155.2% | -50.9% |
| 5Y | -15.3% | +68.5% | -83.8% | -30.4% |
| 10Y | -31.2% | +198.9% | -230.1% | -52.2% |
| All | +178.4% | +5,059.1% | -4,880.7% | +40.9% |
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