-100.0%
DFNS vs IAG
+252.7%
-352.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.5% |
| 7D | -6.0% | -7.7% | +1.7% | -5.9% |
| 30D | -71.2% | +1.6% | -72.8% | -71.2% |
| 3M | -94.5% | -2.4% | -92.1% | -94.5% |
| 6M | -96.5% | -7.8% | -88.7% | -96.6% |
| YTD | -99.6% | +5.0% | -104.7% | -99.6% |
| 1Y | -99.7% | +25.7% | -125.4% | -99.7% |
| 3Y | -100.0% | +694.5% | -794.5% | -100.0% |
| 5Y | -100.0% | +421.7% | -521.7% | -100.0% |
| All | -100.0% | +252.7% | -352.7% | -100.0% |
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