+154.0%
IVV vs DFNS
-100.0%
+254.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.7% | -11.4% | +1.3% |
| 7D | -0.9% | -13.0% | +12.1% | -0.9% |
| 30D | -2.3% | -56.9% | +54.5% | -2.4% |
| 3M | -1.2% | -93.2% | +92.1% | -1.2% |
| 6M | +3.3% | -95.4% | +98.7% | +3.3% |
| YTD | +12.3% | -99.5% | +111.8% | +12.2% |
| 1Y | +12.5% | -99.6% | +112.2% | +12.3% |
| 3Y | +79.2% | -100.0% | +179.1% | +77.9% |
| 5Y | +75.6% | -100.0% | +175.6% | +75.7% |
| All | +154.0% | -100.0% | +254.0% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling