-99.9%
DFNS vs IP
+21.5%
-121.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.5% |
| 7D | -16.0% | -5.3% | -10.7% | -15.8% |
| 30D | -77.7% | -10.9% | -66.8% | -77.6% |
| 3M | -77.2% | +11.2% | -88.4% | -76.2% |
| 6M | -95.2% | -10.2% | -85.0% | -95.2% |
| YTD | -98.0% | -2.0% | -96.0% | -97.9% |
| 1Y | -98.3% | -19.1% | -79.2% | -98.4% |
| All | -99.9% | +21.5% | -121.4% | -99.9% |
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 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