-99.9%
DFNS vs IYR
+4.2%
-104.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -5.7% |
| 7D | +4.6% | -0.9% | +5.6% | +3.6% |
| 30D | -73.9% | -2.4% | -71.5% | -74.4% |
| 3M | -71.7% | -2.0% | -69.7% | -72.2% |
| 6M | -94.6% | +2.5% | -97.1% | -94.5% |
| YTD | -98.1% | +8.3% | -106.4% | -97.9% |
| 1Y | -98.3% | +6.5% | -104.8% | -98.2% |
| 3Y | -99.9% | +29.3% | -129.2% | -99.9% |
| 5Y | -99.9% | +5.7% | -105.5% | -99.9% |
| All | -99.9% | +4.2% | -104.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling