-99.9%
DFNS vs IYR
+52.2%
-152.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | 0.0% |
| 7D | -16.0% | -1.2% | -14.7% | -17.0% |
| 30D | -77.7% | -2.9% | -74.8% | -78.2% |
| 3M | -77.2% | +0.8% | -78.0% | -76.9% |
| 6M | -95.2% | +1.9% | -97.0% | -95.1% |
| YTD | -98.0% | +9.6% | -107.6% | -97.8% |
| 1Y | -98.3% | +8.1% | -106.3% | -98.2% |
| 3Y | -99.9% | +29.2% | -129.1% | -99.9% |
| 5Y | -99.9% | +4.3% | -104.1% | -99.8% |
| All | -99.9% | +52.2% | -152.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling