-98.3%
DFNS vs IFF
+34.4%
-132.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -16.0% | -1.8% | -14.2% | -15.1% |
| 30D | -77.7% | -2.0% | -75.7% | -77.6% |
| 3M | -77.2% | +18.5% | -95.7% | -79.0% |
| 6M | -95.2% | +11.7% | -106.9% | -95.5% |
| YTD | -98.0% | +29.6% | -127.5% | -98.2% |
| 1Y | -98.3% | +35.0% | -133.2% | -98.6% |
| All | -98.3% | +34.4% | -132.7% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling