-100.0%
DFNS vs IAU
+115.9%
-215.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.8% | -11.4% | -12.3% |
| 7D | -44.0% | +4.7% | -48.8% | -43.9% |
| 30D | -69.1% | -0.9% | -68.2% | -69.1% |
| 3M | -95.6% | -4.4% | -91.3% | -95.6% |
| 6M | -96.2% | -13.5% | -82.7% | -96.3% |
| YTD | -99.6% | -5.9% | -93.7% | -99.6% |
| 1Y | -99.7% | +1.9% | -101.6% | -99.7% |
| 3Y | -100.0% | +104.1% | -204.0% | -100.0% |
| 5Y | -100.0% | +121.0% | -221.0% | -100.0% |
| All | -100.0% | +115.9% | -215.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling