-99.9%
DFNS vs IFF
-21.9%
-77.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -73.2% | -0.3% | -72.9% | -73.2% |
| 3M | -72.4% | +18.6% | -91.0% | -72.5% |
| 6M | -95.2% | +17.4% | -112.6% | -95.2% |
| YTD | -98.0% | +28.5% | -126.5% | -98.0% |
| 1Y | -98.3% | +32.5% | -130.8% | -98.3% |
| 3Y | -99.9% | +34.1% | -133.9% | -99.9% |
| 5Y | -99.9% | -35.2% | -64.7% | -99.9% |
| All | -99.9% | -21.9% | -77.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling