-99.9%
DFNS vs IFF
-23.7%
-76.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -6.3% | -3.2% | -3.2% | -6.2% |
| 30D | -74.0% | -0.3% | -73.7% | -74.0% |
| 3M | -70.1% | +8.4% | -78.6% | -70.3% |
| 6M | -93.9% | +23.0% | -116.9% | -93.9% |
| YTD | -98.1% | +25.5% | -123.6% | -98.1% |
| 1Y | -98.3% | +29.1% | -127.4% | -98.3% |
| 3Y | -99.9% | +31.7% | -131.5% | -99.9% |
| 5Y | -99.9% | -35.2% | -64.7% | -99.9% |
| All | -99.9% | -23.7% | -76.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling