-100.0%
DFNS vs IP
+31.8%
-131.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.8% | -13.1% | -12.3% |
| 7D | -44.0% | -5.1% | -39.0% | -43.9% |
| 30D | -69.1% | +8.5% | -77.6% | -69.2% |
| 3M | -95.6% | -13.8% | -81.8% | -95.6% |
| 6M | -96.2% | +5.7% | -101.9% | -96.1% |
| YTD | -99.6% | -9.1% | -90.5% | -99.6% |
| 1Y | -99.7% | -0.8% | -98.9% | -99.7% |
| 3Y | -100.0% | +14.8% | -114.8% | -100.0% |
| 5Y | -100.0% | -11.5% | -88.5% | -100.0% |
| All | -100.0% | +31.8% | -131.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling