-99.9%
DFNS vs IJR
+52.6%
-152.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -5.6% |
| 7D | +4.6% | -1.1% | +5.8% | +3.5% |
| 30D | -73.9% | -3.6% | -70.3% | -74.9% |
| 3M | -71.7% | +2.3% | -74.0% | -71.2% |
| 6M | -94.6% | +14.3% | -108.9% | -93.8% |
| YTD | -98.1% | +19.3% | -117.4% | -97.7% |
| 1Y | -98.3% | +22.6% | -120.9% | -98.0% |
| All | -99.9% | +52.6% | -152.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling