-96.0%
DFNS vs IBB
+27.7%
-123.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.1% | +13.9% | +14.2% |
| 7D | -37.0% | +0.8% | -37.8% | -37.5% |
| 30D | -63.4% | +5.2% | -68.6% | -65.5% |
| 3M | -94.1% | +8.6% | -102.7% | -94.7% |
| All | -96.0% | +27.7% | -123.7% | -96.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling