-1.5%
IOVA vs DVA
+187.5%
-188.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -6.4% | -0.2% | -6.3% | -6.4% |
| 30D | +25.4% | +1.7% | +23.7% | +24.7% |
| 3M | +115.3% | -8.7% | +124.0% | +118.2% |
| 6M | +56.5% | +19.7% | +36.9% | +43.9% |
| YTD | +198.2% | +59.6% | +138.6% | +144.5% |
| 1Y | +242.0% | +37.1% | +204.9% | +195.7% |
| 3Y | +36.8% | +89.8% | -53.0% | +5.7% |
| 5Y | -64.3% | +47.4% | -111.6% | -71.2% |
| All | -1.5% | +187.5% | -188.9% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling