-99.9%
DFNS vs INVH
-9.6%
-90.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | -2.5% |
| 7D | -3.3% | -3.1% | -0.2% | -8.9% |
| 30D | -73.1% | -7.5% | -65.6% | -76.3% |
| 3M | -71.4% | -6.3% | -65.1% | -74.0% |
| 6M | -93.8% | +9.4% | -103.3% | -92.4% |
| YTD | -98.0% | +1.4% | -99.5% | -98.0% |
| 1Y | -98.2% | -4.1% | -94.1% | -98.5% |
| All | -99.9% | -9.6% | -90.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling