-99.9%
DFNS vs IJH
+120.9%
-220.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -5.2% |
| 7D | +4.6% | -0.7% | +5.4% | +4.2% |
| 30D | -73.9% | -3.8% | -70.0% | -74.5% |
| 3M | -71.7% | 0.0% | -71.7% | -71.9% |
| 6M | -94.6% | +8.8% | -103.3% | -94.4% |
| YTD | -98.1% | +13.5% | -111.6% | -97.9% |
| 1Y | -98.3% | +15.4% | -113.7% | -98.2% |
| 3Y | -99.9% | +50.9% | -150.8% | -99.9% |
| 5Y | -99.9% | +47.8% | -147.7% | -99.9% |
| All | -99.9% | +120.9% | -220.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling