+187.0%
IONS vs DVA
+4,923.3%
-4,736.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.3% |
| 7D | -26.3% | -8.8% | -17.5% | -24.6% |
| 30D | -31.9% | -3.4% | -28.5% | -31.4% |
| 3M | -48.0% | -2.6% | -45.4% | -47.8% |
| 6M | -62.6% | -11.9% | -50.7% | -61.8% |
| YTD | -63.3% | +53.6% | -116.9% | -67.3% |
| 1Y | -58.4% | +41.9% | -100.3% | -62.3% |
| 3Y | -38.2% | +97.5% | -135.7% | -49.1% |
| 5Y | -11.1% | +65.0% | -76.1% | -26.5% |
| 10Y | -31.7% | +193.2% | -225.0% | -52.4% |
| All | +187.0% | +4,923.3% | -4,736.3% | +46.1% |
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 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