-100.0%
DFNS vs IBB
+78.6%
-178.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.7% | -14.0% | -12.1% |
| 7D | -44.0% | -1.8% | -42.2% | -44.0% |
| 30D | -69.1% | +5.1% | -74.2% | -68.8% |
| 3M | -95.6% | +10.7% | -106.3% | -95.5% |
| 6M | -96.2% | +22.9% | -119.1% | -96.0% |
| YTD | -99.6% | +26.7% | -126.3% | -99.6% |
| 1Y | -99.7% | +35.1% | -134.9% | -99.7% |
| 3Y | -100.0% | +80.2% | -180.2% | -100.0% |
| All | -100.0% | +78.6% | -178.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling