-99.7%
DFNS vs ITOT
+9.8%
-109.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.4% | -15.3% | -4.8% |
| 7D | -37.4% | -4.8% | -32.7% | -25.7% |
| 30D | -65.8% | -5.9% | -59.9% | -57.6% |
| 3M | -95.0% | -4.9% | -90.1% | -93.9% |
| 6M | -95.8% | +1.4% | -97.3% | -95.8% |
| YTD | -99.5% | +8.4% | -107.9% | -99.6% |
| 1Y | -99.7% | +9.3% | -109.1% | -99.8% |
| All | -99.7% | +9.8% | -109.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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