+191.8%
IRM vs DVA
+40.8%
+150.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -7.8% | +1.7% | -9.4% | -8.0% |
| 3M | -7.9% | -8.7% | +0.8% | -7.2% |
| 6M | +6.3% | +19.7% | -13.3% | +1.6% |
| YTD | +38.2% | +59.6% | -21.5% | +24.0% |
| 1Y | +19.8% | +37.1% | -17.3% | +11.0% |
| 3Y | +98.8% | +89.8% | +9.0% | +70.2% |
| 5Y | +191.8% | +47.4% | +144.4% | +164.9% |
| All | +191.8% | +40.8% | +150.9% | +164.9% |
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 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