-99.9%
DFNS vs IYR
+49.0%
-148.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +0.8% |
| 7D | -3.3% | -2.8% | -0.5% | -5.6% |
| 30D | -73.1% | -2.5% | -70.6% | -73.6% |
| 3M | -71.4% | -3.0% | -68.4% | -72.0% |
| 6M | -93.8% | +1.6% | -95.5% | -93.8% |
| YTD | -98.0% | +7.3% | -105.3% | -97.9% |
| 1Y | -98.2% | +5.6% | -103.8% | -98.1% |
| 3Y | -99.9% | +28.1% | -128.0% | -99.9% |
| 5Y | -99.9% | +6.1% | -106.0% | -99.9% |
| All | -99.9% | +49.0% | -148.9% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling