-99.9%
DFNS vs IBN
+193.0%
-292.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -5.2% |
| 7D | +4.6% | -5.1% | +9.7% | +2.7% |
| 30D | -73.9% | -3.5% | -70.4% | -74.3% |
| 3M | -71.7% | +11.3% | -83.0% | -70.6% |
| 6M | -94.6% | +4.4% | -99.0% | -94.7% |
| YTD | -98.1% | -1.8% | -96.3% | -98.2% |
| 1Y | -98.3% | -8.0% | -90.3% | -98.5% |
| 3Y | -99.9% | +27.1% | -127.0% | -99.9% |
| 5Y | -99.9% | +54.5% | -154.4% | -99.9% |
| All | -99.9% | +193.0% | -292.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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