-99.8%
DFNS vs IRE
-98.0%
-1.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -33.9% | +14.3% | -13.2% |
| 7D | -37.4% | -57.1% | +19.7% | -27.4% |
| 30D | -65.8% | -84.4% | +18.6% | -53.5% |
| 3M | -95.0% | -85.0% | -10.1% | -93.2% |
| 6M | -95.8% | -95.2% | -0.6% | -93.8% |
| YTD | -99.5% | -93.9% | -5.6% | -99.4% |
| 1Y | -99.7% | -98.8% | -0.9% | -99.6% |
| All | -99.8% | -98.0% | -1.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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