-99.6%
DFNS vs INVH
+1.1%
-100.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.6% | -22.0% | -18.2% |
| 7D | -27.7% | +3.1% | -30.7% | -27.5% |
| 30D | -58.0% | +5.8% | -63.8% | -58.1% |
| 3M | -94.0% | -8.5% | -85.5% | -93.8% |
| 6M | -94.6% | -1.3% | -93.2% | -94.5% |
| YTD | -99.4% | +2.6% | -102.0% | -99.4% |
| 1Y | -99.6% | +0.7% | -100.4% | -99.6% |
| All | -99.6% | +1.1% | -100.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 1y: compounded portfolio wealth divided by compounded INVH 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…
1y analysis · Full analysis span regression · 6 months rolling