-22.2%
DKNG vs IFF
+29.0%
-51.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.4% |
| 7D | +3.0% | -3.2% | +6.2% | +3.6% |
| 30D | -3.0% | -0.3% | -2.7% | -2.9% |
| 3M | -17.6% | +8.4% | -26.0% | -19.0% |
| 6M | -3.2% | +23.0% | -26.3% | -8.1% |
| YTD | -28.2% | +25.5% | -53.7% | -33.0% |
| 1Y | -46.1% | +29.1% | -75.1% | -50.2% |
| 3Y | -22.2% | +31.7% | -53.8% | -37.6% |
| All | -22.2% | +29.0% | -51.2% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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