-99.9%
DFNS vs IOT
+55.2%
-155.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -4.8% |
| 7D | +4.6% | +5.1% | -0.4% | +4.8% |
| 30D | -73.9% | -3.0% | -70.8% | -73.9% |
| 3M | -71.7% | +15.0% | -86.7% | -71.6% |
| 6M | -94.6% | +13.1% | -107.7% | -94.6% |
| YTD | -98.1% | +9.0% | -107.1% | -98.1% |
| 1Y | -98.3% | +0.1% | -98.4% | -98.3% |
| 3Y | -99.9% | +26.4% | -126.3% | -99.9% |
| All | -99.9% | +55.2% | -155.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling