-99.7%
DFNS vs IYR
+8.9%
-108.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.6% | -18.7% | -19.3% |
| 7D | -12.7% | -0.1% | -12.6% | -12.6% |
| 30D | -65.2% | +5.7% | -70.9% | -65.4% |
| 3M | -94.6% | -0.6% | -94.0% | -94.5% |
| 6M | -96.2% | +0.5% | -96.8% | -96.4% |
| YTD | -99.6% | +10.4% | -110.0% | -99.7% |
| 1Y | -99.7% | +9.2% | -108.9% | -99.8% |
| All | -99.7% | +8.9% | -108.6% | -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 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