-99.9%
DFNS vs IJH
+48.0%
-147.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.1% |
| 7D | -6.3% | -1.9% | -4.5% | -7.4% |
| 30D | -74.0% | -4.6% | -69.3% | -74.9% |
| 3M | -70.1% | -1.2% | -69.0% | -70.6% |
| 6M | -93.9% | +9.4% | -103.3% | -93.6% |
| YTD | -98.1% | +13.3% | -111.4% | -97.9% |
| 1Y | -98.3% | +13.4% | -111.7% | -98.2% |
| 3Y | -99.9% | +50.4% | -150.3% | -99.9% |
| All | -99.9% | +48.0% | -147.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling