-99.6%
DFNS vs IFF
+44.8%
-144.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -4.9% | -13.4% | -15.3% |
| 7D | -27.7% | -3.3% | -24.4% | -25.8% |
| 30D | -58.0% | +5.3% | -63.3% | -59.1% |
| 3M | -94.0% | +8.9% | -102.9% | -94.4% |
| 6M | -94.6% | +26.3% | -120.9% | -95.2% |
| YTD | -99.4% | +32.2% | -131.6% | -99.5% |
| 1Y | -99.6% | +45.8% | -145.4% | -99.7% |
| All | -99.6% | +44.8% | -144.5% | -99.7% |
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