-99.9%
DFNS vs IFF
-36.2%
-63.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | -3.3% | -2.8% | -0.6% | -3.1% |
| 30D | -73.1% | -1.1% | -72.0% | -73.1% |
| 3M | -71.4% | +13.8% | -85.2% | -71.5% |
| 6M | -93.8% | +16.7% | -110.5% | -93.9% |
| YTD | -98.0% | +26.1% | -124.2% | -98.0% |
| 1Y | -98.2% | +33.5% | -131.7% | -98.2% |
| 3Y | -99.9% | +31.6% | -131.5% | -99.9% |
| 5Y | -99.9% | -34.9% | -65.0% | -99.9% |
| All | -99.9% | -36.2% | -63.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling