-99.9%
DFNS vs IJR
+126.5%
-226.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.7% |
| 7D | -16.0% | -0.2% | -15.8% | -16.1% |
| 30D | -77.7% | -2.4% | -75.3% | -78.0% |
| 3M | -77.2% | +3.9% | -81.1% | -76.9% |
| 6M | -95.2% | +12.4% | -107.6% | -94.9% |
| YTD | -98.0% | +21.5% | -119.5% | -97.8% |
| 1Y | -98.3% | +24.0% | -122.2% | -98.1% |
| 3Y | -99.9% | +49.7% | -149.6% | -99.9% |
| 5Y | -99.9% | +39.7% | -139.5% | -99.9% |
| All | -99.9% | +126.5% | -226.4% | -99.8% |
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