-99.9%
DFNS vs IJR
+121.6%
-221.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.3% |
| 7D | -6.3% | -2.2% | -4.2% | -7.2% |
| 30D | -74.0% | -4.6% | -69.4% | -74.5% |
| 3M | -70.1% | +0.2% | -70.4% | -70.2% |
| 6M | -93.9% | +14.7% | -108.6% | -93.5% |
| YTD | -98.1% | +18.9% | -117.0% | -97.9% |
| 1Y | -98.3% | +19.9% | -118.2% | -98.2% |
| 3Y | -99.9% | +53.0% | -152.9% | -99.9% |
| 5Y | -99.9% | +40.9% | -140.7% | -99.9% |
| All | -99.9% | +121.6% | -221.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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