-97.8%
IRE vs DVA
+47.6%
-145.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -3.4% | -12.4% | -16.5% |
| 7D | -41.9% | -1.6% | -40.3% | -42.0% |
| 30D | -75.1% | 0.0% | -75.1% | -74.9% |
| 3M | -82.4% | -2.4% | -80.0% | -82.3% |
| 6M | -95.5% | -9.8% | -85.8% | -95.6% |
| YTD | -93.1% | +57.8% | -150.9% | -91.2% |
| 1Y | -97.8% | +49.2% | -147.0% | -97.5% |
| All | -97.8% | +47.6% | -145.3% | -97.5% |
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