-100.0%
DFNS vs IP
+12.9%
-112.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.0% | -15.7% | -19.4% |
| 7D | -37.4% | -5.0% | -32.5% | -37.2% |
| 30D | -65.8% | +6.5% | -72.4% | -65.9% |
| 3M | -95.0% | -18.0% | -77.0% | -95.0% |
| 6M | -95.8% | +10.3% | -106.1% | -95.6% |
| YTD | -99.5% | -9.9% | -89.7% | -99.5% |
| 1Y | -99.7% | -1.1% | -98.7% | -99.7% |
| All | -100.0% | +12.9% | -112.9% | -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