-99.9%
DFNS vs INVH
-20.2%
-79.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.6% |
| 7D | -6.3% | -3.0% | -3.4% | -8.9% |
| 30D | -74.0% | -7.5% | -66.4% | -75.5% |
| 3M | -70.1% | -5.5% | -64.6% | -71.2% |
| 6M | -93.9% | +11.7% | -105.6% | -93.1% |
| YTD | -98.1% | +1.3% | -99.4% | -98.0% |
| 1Y | -98.3% | -6.1% | -92.2% | -98.4% |
| 3Y | -99.9% | -9.8% | -90.1% | -99.9% |
| All | -99.9% | -20.2% | -79.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling