+84.9%
IWD vs DVA
+105.9%
-21.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +2.3% | -8.8% | +11.1% | +3.2% |
| 30D | +3.6% | -3.4% | +7.0% | +3.8% |
| 3M | +2.2% | -2.6% | +4.7% | +2.2% |
| 6M | +13.0% | -11.9% | +24.8% | +13.7% |
| YTD | +26.5% | +53.6% | -27.1% | +17.5% |
| 1Y | +30.1% | +41.9% | -11.7% | +22.6% |
| 3Y | +84.9% | +97.5% | -12.6% | +56.8% |
| All | +84.9% | +105.9% | -21.1% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling