-99.7%
DFNS vs IAG
+42.2%
-141.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -6.7% | +19.5% | +14.2% |
| 7D | -37.0% | +16.8% | -53.8% | -40.3% |
| 30D | -63.4% | -1.5% | -61.9% | -63.7% |
| 3M | -94.1% | +0.5% | -94.6% | -94.2% |
| 6M | -96.3% | -1.0% | -95.4% | -96.6% |
| YTD | -99.6% | +12.3% | -111.9% | -99.6% |
| 1Y | -99.7% | +39.2% | -139.0% | -99.8% |
| All | -99.7% | +42.2% | -141.9% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling