-83.2%
IRE vs DVA
+42.9%
-126.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -6.7% |
| 7D | +29.0% | +2.0% | +27.0% | +29.3% |
| 30D | +24.2% | -0.4% | +24.6% | +24.3% |
| 3M | -53.2% | -7.7% | -45.5% | -54.2% |
| 6M | -36.0% | +20.0% | -56.0% | -37.3% |
| YTD | -51.0% | +61.1% | -112.1% | -41.2% |
| All | -83.2% | +42.9% | -126.1% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling