-64.3%
IOVA vs DVA
+40.8%
-105.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.8% |
| 3M | +115.3% | -8.7% | +124.0% | +117.9% |
| 6M | +56.5% | +19.7% | +36.9% | +43.3% |
| YTD | +198.2% | +59.6% | +138.6% | +140.9% |
| 1Y | +242.0% | +37.1% | +204.9% | +193.6% |
| 3Y | +36.8% | +89.8% | -53.0% | +3.8% |
| 5Y | -64.3% | +47.4% | -111.6% | -70.1% |
| All | -64.3% | +40.8% | -105.1% | -70.1% |
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 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