-99.9%
DFNS vs IBN
+56.7%
-156.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -2.1% |
| 7D | +0.8% | -2.2% | +3.0% | -0.3% |
| 30D | -73.2% | -2.3% | -70.9% | -73.7% |
| 3M | -72.4% | +15.9% | -88.3% | -70.1% |
| 6M | -95.2% | +5.6% | -100.8% | -95.3% |
| YTD | -98.0% | -0.1% | -97.9% | -98.1% |
| 1Y | -98.3% | -6.5% | -91.7% | -98.5% |
| 3Y | -99.9% | +29.3% | -129.2% | -99.9% |
| 5Y | -99.9% | +56.6% | -156.4% | -99.9% |
| All | -99.9% | +56.7% | -156.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling