-12.4%
IP vs DVA
+75.9%
-88.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -5.1% | +2.1% | -7.1% | -5.5% |
| 30D | +8.5% | +8.2% | +0.3% | +6.9% |
| 3M | -13.8% | +5.9% | -19.7% | -15.0% |
| 6M | +5.7% | -1.3% | +7.0% | +5.1% |
| YTD | -9.1% | +68.4% | -77.5% | -19.4% |
| 1Y | -0.8% | +57.5% | -58.3% | -10.8% |
| 3Y | +14.8% | +142.3% | -127.5% | -4.4% |
| All | -12.4% | +75.9% | -88.3% | -23.5% |
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