+71.9%
IGV vs DFNS
-99.9%
+171.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.6% |
| 7D | -5.4% | -3.3% | -2.0% | -5.4% |
| 30D | -2.6% | -73.1% | +70.5% | -2.5% |
| 3M | +10.5% | -71.4% | +81.9% | +10.2% |
| 6M | +18.2% | -93.8% | +112.0% | +17.7% |
| YTD | -4.2% | -98.0% | +93.8% | -4.7% |
| 1Y | -9.8% | -98.2% | +88.3% | -10.2% |
| 3Y | +39.1% | -99.9% | +139.0% | +37.7% |
| 5Y | +21.2% | -99.9% | +121.1% | +24.1% |
| All | +71.9% | -99.9% | +171.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DFNS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling