-100.0%
DFNS vs IAG
+277.2%
-377.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -6.7% | +19.5% | +12.9% |
| 7D | -37.0% | +16.8% | -53.8% | -37.3% |
| 30D | -63.4% | -1.5% | -61.9% | -63.4% |
| 3M | -94.1% | +0.5% | -94.6% | -94.1% |
| 6M | -96.3% | -1.0% | -95.4% | -96.4% |
| YTD | -99.6% | +12.3% | -111.9% | -99.6% |
| 1Y | -99.7% | +39.2% | -139.0% | -99.7% |
| 3Y | -100.0% | +712.3% | -812.3% | -100.0% |
| 5Y | -100.0% | +484.2% | -584.2% | -100.0% |
| All | -100.0% | +277.2% | -377.2% | -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