-94.6%
IRE vs DVA
+13.0%
-107.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.8% | +41.4% | +38.3% |
| 7D | -27.2% | +2.1% | -29.2% | -24.8% |
| 30D | -75.1% | +8.2% | -83.4% | -73.3% |
| 3M | -77.9% | +5.9% | -83.8% | -76.4% |
| 6M | -94.6% | -1.3% | -93.3% | -94.0% |
| All | -94.6% | +13.0% | -107.6% | -94.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling