-99.9%
DFNS vs IEF
-8.6%
-91.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.9% |
| 7D | +4.6% | -0.3% | +4.9% | +4.3% |
| 30D | -73.9% | -0.6% | -73.3% | -74.0% |
| 3M | -71.7% | -1.0% | -70.7% | -72.2% |
| 6M | -94.6% | -3.1% | -91.5% | -94.9% |
| YTD | -98.1% | -1.9% | -96.2% | -98.1% |
| 1Y | -98.3% | -1.4% | -96.9% | -98.3% |
| 3Y | -99.9% | +9.8% | -109.7% | -99.9% |
| 5Y | -99.9% | -8.8% | -91.0% | -99.9% |
| All | -99.9% | -8.6% | -91.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling