+15.4%
IWM vs DVA
+42.7%
-27.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.5% | -1.5% |
| 7D | +2.8% | -10.7% | +13.4% | +3.0% |
| 30D | +0.6% | -4.4% | +5.0% | +0.7% |
| 3M | -7.8% | -4.1% | -3.7% | -7.8% |
| 6M | -1.0% | -13.2% | +12.2% | -0.8% |
| YTD | +13.9% | +53.2% | -39.3% | +12.1% |
| 1Y | +15.4% | +40.8% | -25.4% | +18.2% |
| All | +15.4% | +42.7% | -27.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling