-97.1%
IRE vs DVA
+49.4%
-146.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.8% | +41.4% | +39.2% |
| 7D | -27.2% | +2.1% | -29.2% | -26.5% |
| 30D | -75.1% | +8.2% | -83.4% | -74.7% |
| 3M | -77.9% | +5.9% | -83.8% | -77.5% |
| 6M | -94.6% | -1.3% | -93.3% | -94.6% |
| YTD | -91.5% | +68.4% | -160.0% | -89.7% |
| 1Y | -97.8% | +57.5% | -155.3% | -97.4% |
| All | -97.1% | +49.4% | -146.5% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling