-72.4%
DFNS vs INIO
-33.6%
-38.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.8% | -3.3% |
| 7D | +0.8% | +12.1% | -11.3% | -5.3% |
| 30D | -73.2% | -20.2% | -53.0% | -69.5% |
| 3M | -72.4% | -35.3% | -37.2% | -63.4% |
| All | -72.4% | -33.6% | -38.9% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 10y: compounded portfolio wealth divided by compounded INIO 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…
10y analysis · Full analysis span regression · Available span rolling