-99.9%
DFNS vs IYR
+29.8%
-129.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -1.0% |
| 7D | +0.8% | -0.4% | +1.2% | -0.3% |
| 30D | -73.2% | -2.5% | -70.7% | -74.5% |
| 3M | -72.4% | +1.5% | -73.9% | -71.6% |
| 6M | -95.2% | +3.9% | -99.1% | -95.0% |
| YTD | -98.0% | +9.5% | -107.5% | -97.6% |
| 1Y | -98.3% | +7.5% | -105.7% | -98.1% |
| 3Y | -99.9% | +30.8% | -130.7% | -99.9% |
| All | -99.9% | +29.8% | -129.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling