-2.5%
IBM vs DFNS
-98.3%
+95.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | -16.0% | +15.7% | 0.0% |
| 30D | +0.3% | -77.7% | +78.0% | +2.6% |
| 3M | -21.6% | -77.2% | +55.6% | -17.1% |
| 6M | -4.7% | -95.2% | +90.5% | +9.1% |
| YTD | -19.1% | -98.0% | +78.9% | -4.7% |
| 1Y | -2.5% | -98.3% | +95.8% | +12.3% |
| All | -2.5% | -98.3% | +95.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling