-99.6%
DFNS vs IJH
+17.8%
-117.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.6% | -19.0% | -19.7% |
| 7D | -27.7% | +1.7% | -29.4% | -30.9% |
| 30D | -58.0% | +1.2% | -59.2% | -59.4% |
| 3M | -94.0% | -3.4% | -90.5% | -93.4% |
| 6M | -94.6% | +3.7% | -98.3% | -94.9% |
| YTD | -99.4% | +13.9% | -113.3% | -99.6% |
| 1Y | -99.6% | +17.4% | -117.1% | -99.8% |
| All | -99.6% | +17.8% | -117.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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