-99.9%
DFNS vs IBN
+205.9%
-305.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.3% |
| 7D | -16.0% | +1.4% | -17.4% | -15.6% |
| 30D | -77.7% | -0.3% | -77.4% | -77.8% |
| 3M | -77.2% | +17.1% | -94.3% | -75.8% |
| 6M | -95.2% | +3.4% | -98.6% | -95.3% |
| YTD | -98.0% | +2.5% | -100.5% | -98.0% |
| 1Y | -98.3% | -4.2% | -94.1% | -98.4% |
| 3Y | -99.9% | +32.4% | -132.3% | -99.9% |
| 5Y | -99.9% | +59.2% | -159.0% | -99.9% |
| All | -99.9% | +205.9% | -305.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling