-99.9%
DFNS vs IVZ
+289.2%
-389.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.7% |
| 7D | +4.6% | +1.2% | +3.5% | +4.8% |
| 30D | -73.9% | +1.8% | -75.7% | -73.8% |
| 3M | -71.7% | +15.7% | -87.5% | -70.9% |
| 6M | -94.6% | +36.3% | -130.9% | -94.2% |
| YTD | -98.1% | +24.9% | -123.0% | -98.0% |
| 1Y | -98.3% | +48.9% | -147.2% | -98.2% |
| 3Y | -99.9% | +136.8% | -236.7% | -99.9% |
| 5Y | -99.9% | +60.0% | -159.8% | -99.8% |
| All | -99.9% | +289.2% | -389.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling