+68.2%
IVV vs DFNS
-100.0%
+168.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.2% | +12.6% | +0.3% |
| 7D | -2.7% | -44.0% | +41.3% | -2.7% |
| 30D | -5.4% | -69.1% | +63.8% | -5.4% |
| 3M | -4.1% | -95.6% | +91.6% | -4.1% |
| 6M | +0.7% | -96.2% | +96.9% | +0.7% |
| YTD | +8.7% | -99.6% | +108.3% | +8.6% |
| 1Y | +11.0% | -99.7% | +110.7% | +10.8% |
| 3Y | +75.4% | -100.0% | +175.4% | +73.8% |
| All | +68.2% | -100.0% | +168.1% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling