-94.1%
DFNS vs IYR
-0.3%
-93.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.2% | +13.0% | +12.7% |
| 7D | -37.0% | +2.1% | -39.1% | -34.6% |
| 30D | -63.4% | +7.2% | -70.6% | -61.4% |
| 3M | -94.1% | +0.4% | -94.5% | -94.1% |
| All | -94.1% | -0.3% | -93.8% | -94.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling