-99.9%
DFNS vs IEF
-12.6%
-87.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +0.9% |
| 7D | -3.3% | -1.2% | -2.1% | -4.3% |
| 30D | -73.1% | -1.5% | -71.6% | -73.4% |
| 3M | -71.4% | -1.7% | -69.7% | -72.0% |
| 6M | -93.8% | -3.5% | -90.3% | -94.2% |
| YTD | -98.0% | -2.6% | -95.4% | -98.1% |
| 1Y | -98.2% | -2.4% | -95.8% | -98.2% |
| 3Y | -99.9% | +8.9% | -108.8% | -99.9% |
| 5Y | -99.9% | -9.2% | -90.6% | -99.9% |
| All | -99.9% | -12.6% | -87.3% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling