-99.7%
DFNS vs IYR
+9.7%
-109.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -6.0% | +0.6% | -6.6% | -6.0% |
| 30D | -71.2% | +6.6% | -77.7% | -71.3% |
| 3M | -94.5% | -1.8% | -92.7% | -94.4% |
| 6M | -96.5% | +1.4% | -98.0% | -96.8% |
| YTD | -99.6% | +10.5% | -110.2% | -99.7% |
| 1Y | -99.7% | +10.6% | -110.3% | -99.8% |
| All | -99.7% | +9.7% | -109.4% | -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