-100.0%
DFNS vs IJR
+120.0%
-219.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.0% | +2.2% | -8.1% | -5.3% |
| 30D | -71.2% | +3.8% | -75.0% | -70.8% |
| 3M | -94.5% | -5.7% | -88.8% | -94.7% |
| 6M | -96.5% | +4.6% | -101.2% | -96.5% |
| YTD | -99.6% | +18.0% | -117.6% | -99.6% |
| 1Y | -99.7% | +21.8% | -121.5% | -99.7% |
| 3Y | -100.0% | +61.1% | -161.1% | -100.0% |
| 5Y | -100.0% | +27.3% | -127.3% | -100.0% |
| All | -100.0% | +120.0% | -219.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling