+10,042.6%
IRM vs DVA
+3,230.1%
+6,812.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.5% |
| 7D | -0.5% | +1.8% | -2.3% | -0.7% |
| 30D | -8.1% | -2.5% | -5.6% | -7.8% |
| 3M | -9.7% | -4.3% | -5.4% | -9.5% |
| 6M | +10.0% | +18.9% | -8.9% | +6.4% |
| YTD | +43.0% | +61.9% | -18.9% | +31.7% |
| 1Y | +32.7% | +35.7% | -3.0% | +25.2% |
| 3Y | +102.7% | +78.6% | +24.1% | +82.1% |
| 5Y | +187.6% | +39.2% | +148.4% | +162.9% |
| 10Y | +420.1% | +184.0% | +236.1% | +326.4% |
| All | +10,042.6% | +3,230.1% | +6,812.5% | +6,309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling