-100.0%
DFNS vs IAU
+119.8%
-219.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -2.9% |
| 7D | -42.8% | +4.9% | -47.7% | -42.6% |
| 30D | -67.6% | -1.4% | -66.2% | -67.5% |
| 3M | -94.9% | -4.8% | -90.1% | -94.8% |
| 6M | -96.7% | -12.5% | -84.3% | -96.9% |
| YTD | -99.6% | -4.2% | -95.4% | -99.6% |
| 1Y | -99.7% | +3.1% | -102.9% | -99.7% |
| 3Y | -100.0% | +110.0% | -210.0% | -100.0% |
| 5Y | -100.0% | +123.1% | -223.0% | -100.0% |
| All | -100.0% | +119.8% | -219.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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