-100.0%
DFNS vs IP
+21.2%
-121.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.1% | +13.9% | +12.9% |
| 7D | -37.0% | 0.0% | -37.0% | -36.9% |
| 30D | -63.4% | +9.4% | -72.8% | -63.6% |
| 3M | -94.1% | -14.1% | -80.0% | -94.0% |
| 6M | -96.3% | +9.2% | -105.5% | -96.1% |
| YTD | -99.6% | -7.5% | -92.0% | -99.6% |
| 1Y | -99.7% | -2.8% | -96.9% | -99.7% |
| All | -100.0% | +21.2% | -121.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling