-95.2%
DFNS vs IYR
+2.2%
-97.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.3% |
| 7D | -16.0% | -1.2% | -14.7% | -16.6% |
| 30D | -77.7% | -2.9% | -74.8% | -77.9% |
| 3M | -77.2% | +0.8% | -78.0% | -79.0% |
| 6M | -95.2% | +1.9% | -97.0% | -95.8% |
| All | -95.2% | +2.2% | -97.4% | -95.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling