-83.7%
IRE vs DVA
+43.6%
-127.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.3% | +12.7% | +14.1% |
| 7D | +54.8% | +1.8% | +52.9% | +54.9% |
| 30D | +18.4% | -2.5% | +20.9% | +18.2% |
| 3M | -66.7% | -4.3% | -62.5% | -67.4% |
| 6M | -52.3% | +18.9% | -71.2% | -54.0% |
| YTD | -52.3% | +61.9% | -114.3% | -42.7% |
| All | -83.7% | +43.6% | -127.3% | -79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling