-45.6%
IT vs DVA
+40.8%
-86.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.6% |
| 7D | -12.7% | -0.2% | -12.5% | -12.7% |
| 30D | -8.9% | +1.7% | -10.6% | -9.0% |
| 3M | +10.1% | -8.7% | +18.8% | +10.4% |
| 6M | +7.3% | +19.7% | -12.4% | +6.0% |
| YTD | -32.4% | +59.6% | -92.0% | -34.6% |
| 1Y | -26.6% | +37.1% | -63.7% | -27.6% |
| 3Y | -51.8% | +89.8% | -141.6% | -54.8% |
| 5Y | -45.6% | +47.4% | -93.0% | -46.0% |
| All | -45.6% | +40.8% | -86.5% | -46.0% |
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 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