-99.9%
DFNS vs IVZ
+63.4%
-163.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -1.2% |
| 7D | +0.8% | +1.1% | -0.3% | +0.9% |
| 30D | -73.2% | +3.1% | -76.3% | -73.0% |
| 3M | -72.4% | +18.2% | -90.6% | -71.4% |
| 6M | -95.2% | +38.6% | -133.8% | -94.8% |
| YTD | -98.0% | +25.9% | -123.9% | -97.9% |
| 1Y | -98.3% | +51.7% | -149.9% | -98.1% |
| 3Y | -99.9% | +138.7% | -238.5% | -99.8% |
| 5Y | -99.9% | +62.8% | -162.6% | -99.8% |
| All | -99.9% | +63.4% | -163.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling