+3,265.7%
ITW vs DVA
+5,118.1%
-1,852.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -9.5% | +1.7% | -11.2% | -9.8% |
| 3M | +6.6% | -8.7% | +15.3% | +7.7% |
| 6M | -1.8% | +19.7% | -21.4% | -5.1% |
| YTD | +9.0% | +59.6% | -50.6% | +0.6% |
| 1Y | +3.6% | +37.1% | -33.5% | -2.4% |
| 3Y | +19.4% | +89.8% | -70.3% | +5.8% |
| 5Y | +36.4% | +47.4% | -11.0% | +23.0% |
| 10Y | +190.0% | +184.9% | +5.1% | +134.7% |
| All | +3,265.7% | +5,118.1% | -1,852.5% | +2,027.1% |
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 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