-99.6%
DFNS vs IYR
+12.4%
-112.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.1% | -21.5% | -18.0% |
| 7D | -27.7% | +6.9% | -34.6% | -27.8% |
| 30D | -58.0% | +10.2% | -68.2% | -58.6% |
| 3M | -94.0% | -0.3% | -93.7% | -93.9% |
| 6M | -94.6% | +3.6% | -98.2% | -95.0% |
| YTD | -99.4% | +12.5% | -111.9% | -99.6% |
| 1Y | -99.6% | +12.4% | -112.1% | -99.7% |
| All | -99.6% | +12.4% | -112.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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