-99.6%
DFNS vs IEF
-1.9%
-97.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.5% | -18.9% | -20.6% |
| 7D | -27.7% | +0.9% | -28.6% | -31.0% |
| 30D | -58.0% | +3.1% | -61.0% | -64.1% |
| 3M | -94.0% | -1.4% | -92.6% | -93.5% |
| 6M | -94.6% | -1.6% | -93.0% | -94.1% |
| YTD | -99.4% | -2.1% | -97.3% | -99.4% |
| 1Y | -99.6% | -2.0% | -97.7% | -99.6% |
| All | -99.6% | -1.9% | -97.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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