-99.9%
DFNS vs IAG
+318.3%
-418.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.8% | -4.7% |
| 7D | +4.6% | +1.7% | +3.0% | +4.6% |
| 30D | -73.9% | +11.4% | -85.3% | -74.0% |
| 3M | -71.7% | +33.0% | -104.7% | -72.1% |
| 6M | -94.6% | -6.0% | -88.6% | -94.7% |
| YTD | -98.1% | +24.6% | -122.6% | -98.1% |
| 1Y | -98.3% | +105.0% | -203.3% | -98.3% |
| 3Y | -99.9% | +837.9% | -937.8% | -99.9% |
| 5Y | -99.9% | +817.0% | -916.8% | -99.8% |
| All | -99.9% | +318.3% | -418.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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