+726.5%
IWD vs DVA
+15,393.9%
-14,667.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -0.3% | +1.8% | -2.1% | -0.7% |
| 30D | +0.6% | -2.5% | +3.1% | +1.1% |
| 3M | +7.2% | -4.3% | +11.5% | +7.6% |
| 6M | +16.2% | +18.9% | -2.7% | +10.2% |
| YTD | +23.3% | +61.9% | -38.6% | +8.0% |
| 1Y | +29.6% | +35.7% | -6.2% | +18.0% |
| 3Y | +70.5% | +78.6% | -8.2% | +41.8% |
| 5Y | +73.5% | +39.2% | +34.3% | +48.5% |
| 10Y | +198.3% | +184.0% | +14.3% | +105.4% |
| All | +726.5% | +15,393.9% | -14,667.4% | +279.9% |
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