+24.4%
IOT vs DVA
+89.6%
-65.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.5% | -1.3% | -3.2% | -4.5% |
| 30D | -2.4% | 0.0% | -2.5% | -2.4% |
| 3M | +19.0% | -10.9% | +29.9% | +19.3% |
| 6M | +19.6% | +17.3% | +2.4% | +19.9% |
| YTD | +8.3% | +59.8% | -51.5% | +5.2% |
| 1Y | -0.8% | +36.3% | -37.1% | -1.0% |
| 3Y | +24.4% | +88.6% | -64.2% | +9.2% |
| All | +24.4% | +89.6% | -65.2% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling