-92.0%
IOVA vs DVA
+410.4%
-502.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.7% |
| 7D | +9.7% | +1.8% | +7.9% | +9.1% |
| 30D | +102.5% | -2.5% | +105.0% | +103.0% |
| 3M | +100.7% | -4.3% | +104.9% | +100.5% |
| 6M | +106.3% | +18.9% | +87.5% | +89.6% |
| YTD | +222.0% | +61.9% | +160.0% | +161.4% |
| 1Y | +299.5% | +35.7% | +263.8% | +245.5% |
| 3Y | +42.9% | +78.6% | -35.7% | +11.4% |
| 5Y | -65.0% | +39.2% | -104.2% | -71.4% |
| 10Y | +10.3% | +184.0% | -173.7% | -33.9% |
| All | -92.0% | +410.4% | -502.5% | -95.7% |
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