-99.7%
DFNS vs IAU
+1.0%
-100.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -4.2% |
| 7D | -42.8% | +4.9% | -47.7% | -45.0% |
| 30D | -67.6% | -1.4% | -66.2% | -67.3% |
| 3M | -94.9% | -4.8% | -90.1% | -94.7% |
| 6M | -96.7% | -12.5% | -84.3% | -96.6% |
| YTD | -99.6% | -4.2% | -95.4% | -99.6% |
| All | -99.7% | +1.0% | -100.8% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling