-92.9%
IOVA vs DVA
+384.3%
-477.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -3.5% | -8.8% | +5.3% | -1.0% |
| 30D | -45.4% | -3.4% | -42.0% | -45.5% |
| 3M | +19.0% | -2.6% | +21.6% | +18.0% |
| 6M | +112.0% | -11.9% | +123.9% | +113.4% |
| YTD | +184.2% | +53.6% | +130.6% | +130.8% |
| 1Y | +222.0% | +41.9% | +180.1% | +168.9% |
| 3Y | +92.6% | +97.5% | -5.0% | +44.0% |
| 5Y | -63.2% | +65.0% | -128.1% | -72.0% |
| 10Y | +2.1% | +193.2% | -191.1% | -40.8% |
| All | -92.9% | +384.3% | -477.2% | -96.2% |
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 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