-98.3%
DFNS vs IFF
+33.4%
-131.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | -6.3% | -3.2% | -3.2% | -4.6% |
| 30D | -74.0% | -0.3% | -73.7% | -74.1% |
| 3M | -70.1% | +8.4% | -78.6% | -71.6% |
| 6M | -93.9% | +23.0% | -116.9% | -94.3% |
| YTD | -98.1% | +25.5% | -123.6% | -98.3% |
| 1Y | -98.3% | +29.1% | -127.4% | -98.6% |
| All | -98.3% | +33.4% | -131.7% | -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