-100.0%
DFNS vs IYR
+54.3%
-154.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +12.9% | +12.6% |
| 7D | -13.0% | -1.2% | -11.8% | -14.1% |
| 30D | -56.9% | +6.1% | -63.0% | -54.4% |
| 3M | -93.2% | +0.9% | -94.2% | -93.1% |
| 6M | -95.4% | +1.2% | -96.6% | -95.4% |
| YTD | -99.5% | +11.1% | -110.6% | -99.5% |
| 1Y | -99.6% | +9.0% | -108.6% | -99.6% |
| 3Y | -100.0% | +41.4% | -141.4% | -100.0% |
| 5Y | -100.0% | +6.7% | -106.6% | -100.0% |
| All | -100.0% | +54.3% | -154.3% | -100.0% |
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