-97.1%
IRE vs DVA
+42.3%
-139.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.3% | -14.7% | -14.3% |
| 7D | -31.8% | -8.8% | -23.1% | -33.2% |
| 30D | -71.8% | -3.4% | -68.4% | -71.8% |
| 3M | -88.9% | -2.6% | -86.3% | -88.9% |
| 6M | -95.4% | -11.9% | -83.5% | -95.4% |
| YTD | -94.2% | +53.6% | -147.9% | -92.6% |
| 1Y | -97.1% | +41.9% | -139.0% | -96.9% |
| All | -97.1% | +42.3% | -139.4% | -96.9% |
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