+41.1%
IGV vs DFNS
-99.9%
+141.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -3.3% | +0.8% | -4.1% | -3.3% |
| 30D | 0.0% | -73.2% | +73.2% | +0.1% |
| 3M | +7.3% | -72.4% | +79.8% | +7.0% |
| 6M | +16.7% | -95.2% | +111.9% | +16.2% |
| YTD | -2.8% | -98.0% | +95.1% | -3.4% |
| 1Y | -6.7% | -98.3% | +91.6% | -7.1% |
| 3Y | +41.1% | -99.9% | +141.0% | +40.2% |
| All | +41.1% | -99.9% | +141.0% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling