-13.5%
IP vs DVA
+73.1%
-86.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.8% |
| 7D | -2.8% | -4.8% | +2.0% | -1.9% |
| 30D | +9.2% | +0.9% | +8.3% | +8.9% |
| 3M | -16.1% | +2.9% | -19.0% | -16.8% |
| 6M | +9.6% | -7.8% | +17.3% | +10.3% |
| YTD | -8.8% | +61.5% | -70.3% | -18.5% |
| 1Y | -5.5% | +50.1% | -55.6% | -14.3% |
| 3Y | +19.6% | +121.1% | -101.5% | +1.2% |
| 5Y | -13.5% | +72.9% | -86.4% | -24.8% |
| All | -13.5% | +73.1% | -86.6% | -24.8% |
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