-100.0%
DFNS vs IOT
+65.9%
-165.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.2% | -17.2% | -19.4% |
| 7D | -12.7% | +0.6% | -13.2% | -12.7% |
| 30D | -65.2% | +0.1% | -65.3% | -65.2% |
| 3M | -94.6% | +5.0% | -99.6% | -94.6% |
| 6M | -96.2% | +47.0% | -143.3% | -96.1% |
| YTD | -99.6% | +16.6% | -116.2% | -99.6% |
| 1Y | -99.7% | +4.8% | -104.5% | -99.7% |
| 3Y | -100.0% | +72.2% | -172.1% | -100.0% |
| All | -100.0% | +65.9% | -165.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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 · 6 months rolling