+82.2%
IBM vs DFNS
-100.0%
+182.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.0% |
| 7D | +1.6% | -6.0% | +7.5% | +1.6% |
| 30D | +9.2% | -71.2% | +80.4% | +9.3% |
| 3M | +4.9% | -94.5% | +99.5% | +5.2% |
| 6M | +16.8% | -96.5% | +113.3% | +16.6% |
| YTD | -14.3% | -99.6% | +85.3% | -14.6% |
| 1Y | -16.7% | -99.7% | +83.0% | -17.0% |
| 3Y | +82.2% | -100.0% | +182.2% | +82.1% |
| All | +82.2% | -100.0% | +182.2% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling