-7.8%
IGV vs DFNS
-98.3%
+90.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.7% |
| 7D | -1.5% | +4.6% | -6.2% | -1.6% |
| 30D | -3.0% | -73.9% | +70.9% | -1.0% |
| 3M | +9.6% | -71.7% | +81.3% | +10.6% |
| 6M | +16.1% | -94.6% | +110.7% | +27.3% |
| YTD | -3.6% | -98.1% | +94.4% | +9.3% |
| 1Y | -7.8% | -98.3% | +90.5% | +2.1% |
| All | -7.8% | -98.3% | +90.5% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling