+204.0%
IP vs DVA
+5,194.7%
-4,990.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | -5.3% | +1.8% | -7.1% | -5.6% |
| 30D | -10.9% | -2.5% | -8.4% | -10.5% |
| 3M | +11.2% | -4.3% | +15.4% | +11.6% |
| 6M | -10.2% | +18.9% | -29.1% | -13.7% |
| YTD | -2.0% | +61.9% | -63.9% | -11.3% |
| 1Y | -19.1% | +35.7% | -54.8% | -24.3% |
| 3Y | +20.9% | +78.6% | -57.8% | +5.8% |
| 5Y | -17.8% | +39.2% | -57.0% | -26.5% |
| 10Y | +23.5% | +184.0% | -160.5% | -3.5% |
| All | +204.0% | +5,194.7% | -4,990.7% | +75.1% |
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