+26.5%
IP vs DVA
+221.4%
-194.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -5.1% | +2.1% | -7.1% | -5.6% |
| 30D | +8.5% | +8.2% | +0.3% | +6.1% |
| 3M | -13.8% | +5.9% | -19.7% | -15.5% |
| 6M | +5.7% | -1.3% | +7.0% | +4.8% |
| YTD | -9.1% | +68.4% | -77.5% | -24.0% |
| 1Y | -0.8% | +57.5% | -58.3% | -15.4% |
| 3Y | +14.8% | +142.3% | -127.5% | -16.2% |
| 5Y | -11.5% | +75.0% | -86.5% | -32.0% |
| All | +26.5% | +221.4% | -194.9% | -25.3% |
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