-98.3%
DFNS vs IP
-18.9%
-79.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.8% |
| 7D | -16.0% | -5.3% | -10.7% | -12.9% |
| 30D | -77.7% | -10.9% | -66.8% | -76.1% |
| 3M | -77.2% | +11.2% | -88.4% | -75.6% |
| 6M | -95.2% | -10.2% | -85.0% | -94.3% |
| YTD | -98.0% | -2.0% | -96.0% | -97.7% |
| 1Y | -98.3% | -19.1% | -79.2% | -97.9% |
| All | -98.3% | -18.9% | -79.4% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling