+143.5%
IWM vs DVA
+193.2%
-49.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.4% | -8.8% | +10.2% | +3.5% |
| 30D | +2.3% | -3.4% | +5.7% | +2.8% |
| 3M | -8.3% | -2.6% | -5.7% | -8.2% |
| 6M | -1.3% | -11.9% | +10.6% | +0.3% |
| YTD | +13.5% | +53.6% | -40.1% | -1.4% |
| 1Y | +18.4% | +41.9% | -23.5% | +5.1% |
| 3Y | +69.6% | +97.5% | -27.9% | +34.5% |
| 5Y | +23.3% | +65.0% | -41.7% | -1.6% |
| All | +143.5% | +193.2% | -49.6% | +60.4% |
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