+143.4%
IBM vs DFNS
-99.9%
+243.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +0.3% | +0.8% | -0.5% | +0.3% |
| 30D | -1.5% | -73.2% | +71.7% | -1.4% |
| 3M | -16.8% | -72.4% | +55.7% | -17.0% |
| 6M | -9.0% | -95.2% | +86.2% | -9.4% |
| YTD | -20.1% | -98.0% | +77.9% | -20.5% |
| 1Y | -7.0% | -98.3% | +91.2% | -7.5% |
| 3Y | +72.4% | -99.9% | +172.3% | +70.5% |
| 5Y | +112.0% | -99.9% | +211.8% | +112.0% |
| All | +143.4% | -99.9% | +243.2% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling