+188.3%
ITW vs DVA
+187.8%
+0.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.4% |
| 30D | -8.3% | 0.0% | -8.4% | -8.4% |
| 3M | +6.0% | -10.9% | +17.0% | +8.1% |
| 6M | 0.0% | +17.3% | -17.3% | -5.1% |
| YTD | +10.2% | +59.8% | -49.6% | -3.5% |
| 1Y | +3.2% | +36.3% | -33.0% | -6.3% |
| 3Y | +21.0% | +88.6% | -67.6% | -1.6% |
| 5Y | +37.9% | +47.5% | -9.6% | +16.5% |
| All | +188.3% | +187.8% | +0.5% | +96.4% |
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