+690.9%
IYR vs DVA
+10,234.7%
-9,543.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.5% |
| 7D | -0.9% | +2.0% | -2.9% | -1.4% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | -2.0% | -7.7% | +5.6% | -0.8% |
| 6M | +2.5% | +20.0% | -17.5% | -3.4% |
| YTD | +8.3% | +61.1% | -52.8% | -5.8% |
| 1Y | +6.5% | +33.9% | -27.4% | -3.3% |
| 3Y | +29.3% | +91.5% | -62.2% | +4.4% |
| 5Y | +5.7% | +41.8% | -36.1% | -11.0% |
| 10Y | +69.2% | +187.5% | -118.3% | +11.8% |
| All | +690.9% | +10,234.7% | -9,543.7% | +272.3% |
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