-100.0%
DFNS vs IEF
+12.0%
-112.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.1% | +12.8% | +12.5% |
| 7D | -13.0% | -0.8% | -12.2% | -14.4% |
| 30D | -56.9% | +2.0% | -58.9% | -54.3% |
| 3M | -93.2% | -1.1% | -92.2% | -93.4% |
| 6M | -95.4% | -1.9% | -93.5% | -95.9% |
| YTD | -99.5% | -2.2% | -97.3% | -99.6% |
| 1Y | -99.6% | -2.3% | -97.3% | -99.7% |
| All | -100.0% | +12.0% | -112.0% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling