+100.0%
IT vs DVA
+187.8%
-87.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.1% | +5.2% |
| 7D | -3.7% | -1.3% | -2.3% | -3.5% |
| 30D | +0.1% | 0.0% | 0.0% | +0.1% |
| 3M | +20.7% | -10.9% | +31.6% | +22.3% |
| 6M | +12.0% | +17.3% | -5.3% | +8.0% |
| YTD | -28.8% | +59.8% | -88.6% | -36.1% |
| 1Y | -25.5% | +36.3% | -61.8% | -30.8% |
| 3Y | -48.8% | +88.6% | -137.4% | -56.8% |
| 5Y | -42.7% | +47.5% | -90.3% | -49.9% |
| All | +100.0% | +187.8% | -87.8% | +44.1% |
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