-99.7%
DFNS vs IVZ
+21.9%
-121.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -7.1% |
| 7D | -6.0% | +6.8% | -12.8% | -12.6% |
| 30D | -71.2% | +3.5% | -74.7% | -72.1% |
| 3M | -94.5% | -10.0% | -84.5% | -93.9% |
| 6M | -96.5% | +4.5% | -101.0% | -96.7% |
| YTD | -99.6% | +12.6% | -112.2% | -99.7% |
| 1Y | -99.7% | +24.4% | -124.1% | -99.8% |
| All | -99.7% | +21.9% | -121.6% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling