+186.8%
IP vs DVA
+5,059.1%
-4,872.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.5% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | +9.4% | 0.0% | +9.4% | +9.3% |
| 3M | -14.1% | -2.4% | -11.7% | -13.9% |
| 6M | +9.2% | -9.8% | +18.9% | +10.4% |
| YTD | -7.5% | +57.8% | -65.3% | -16.1% |
| 1Y | -2.8% | +49.2% | -52.0% | -10.9% |
| 3Y | +21.2% | +116.0% | -94.8% | +3.1% |
| 5Y | -11.5% | +68.5% | -80.0% | -23.5% |
| 10Y | +23.7% | +198.9% | -175.2% | -4.2% |
| All | +186.8% | +5,059.1% | -4,872.3% | +65.6% |
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