-99.9%
DFNS vs IBB
+50.7%
-150.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.5% |
| 7D | -16.0% | +1.4% | -17.4% | -15.9% |
| 30D | -77.7% | +10.5% | -88.2% | -77.5% |
| 3M | -77.2% | +23.6% | -100.8% | -76.6% |
| 6M | -95.2% | +22.6% | -117.8% | -95.1% |
| YTD | -98.0% | +25.7% | -123.6% | -97.9% |
| 1Y | -98.3% | +51.4% | -149.6% | -98.1% |
| 3Y | -99.9% | +64.4% | -164.2% | -99.9% |
| 5Y | -99.9% | +22.1% | -122.0% | -99.8% |
| All | -99.9% | +50.7% | -150.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling