-100.0%
DFNS vs IVZ
+253.4%
-353.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -5.2% |
| 7D | -6.0% | +7.6% | -13.6% | -5.1% |
| 30D | -71.2% | +4.3% | -75.5% | -71.0% |
| 3M | -94.5% | -9.3% | -85.2% | -94.6% |
| 6M | -96.5% | +5.2% | -101.8% | -96.5% |
| YTD | -99.6% | +13.4% | -113.1% | -99.6% |
| 1Y | -99.7% | +25.4% | -125.1% | -99.7% |
| 3Y | -100.0% | +152.5% | -252.5% | -100.0% |
| 5Y | -100.0% | +36.7% | -136.7% | -100.0% |
| All | -100.0% | +253.4% | -353.4% | -100.0% |
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