+77.6%
IGV vs DFNS
-99.9%
+177.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -4.5% | -16.0% | +11.5% | -4.5% |
| 30D | +3.2% | -77.7% | +80.9% | +3.3% |
| 3M | +4.5% | -77.2% | +81.7% | +4.2% |
| 6M | +22.1% | -95.2% | +117.3% | +21.6% |
| YTD | -1.0% | -98.0% | +96.9% | -1.6% |
| 1Y | -2.1% | -98.3% | +96.2% | -2.6% |
| 3Y | +44.6% | -99.9% | +144.5% | +43.2% |
| 5Y | +22.2% | -99.9% | +122.0% | +25.2% |
| All | +77.6% | -99.9% | +177.4% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling