+434.2%
IRM vs DVA
+187.8%
+246.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | -7.4% | 0.0% | -7.4% | -7.4% |
| 3M | -7.4% | -10.9% | +3.6% | -5.9% |
| 6M | +8.7% | +17.3% | -8.6% | +3.2% |
| YTD | +40.9% | +59.8% | -18.9% | +23.5% |
| 1Y | +20.5% | +36.3% | -15.7% | +9.6% |
| 3Y | +101.7% | +88.6% | +13.1% | +65.8% |
| 5Y | +197.7% | +47.5% | +150.1% | +152.9% |
| All | +434.2% | +187.8% | +246.4% | +283.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling