-100.0%
DFNS vs IBB
+54.4%
-154.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.1% | +13.9% | +12.8% |
| 7D | -37.0% | +0.8% | -37.8% | -36.9% |
| 30D | -63.4% | +5.2% | -68.6% | -63.3% |
| 3M | -94.1% | +8.6% | -102.7% | -94.0% |
| 6M | -96.3% | +27.8% | -124.1% | -96.2% |
| YTD | -99.6% | +28.8% | -128.4% | -99.6% |
| 1Y | -99.7% | +36.4% | -136.1% | -99.7% |
| 3Y | -100.0% | +89.3% | -189.3% | -100.0% |
| 5Y | -100.0% | +43.3% | -143.2% | -100.0% |
| All | -100.0% | +54.4% | -154.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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