-82.0%
IRE vs DVA
+40.6%
-122.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -2.1% | +12.4% | +10.1% |
| 7D | +58.9% | +2.2% | +56.7% | +59.1% |
| 30D | +17.2% | -2.0% | +19.2% | +17.0% |
| 3M | -58.6% | -6.3% | -52.4% | -59.5% |
| 6M | -23.5% | +19.4% | -42.9% | -24.5% |
| YTD | -47.4% | +58.5% | -105.9% | -37.0% |
| All | -82.0% | +40.6% | -122.6% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling