-13.3%
IBM vs DFNS
-99.6%
+86.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -18.3% | +20.0% | +2.1% |
| 7D | +0.4% | -27.7% | +28.1% | +1.0% |
| 30D | +14.8% | -58.0% | +72.7% | +16.5% |
| 3M | +8.9% | -94.0% | +102.9% | +14.1% |
| 6M | +12.4% | -94.6% | +107.0% | +29.1% |
| YTD | -12.4% | -99.4% | +87.0% | +17.4% |
| 1Y | -13.3% | -99.6% | +86.4% | +18.4% |
| All | -13.3% | -99.6% | +86.4% | +18.4% |
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