+138.2%
IBM vs DFNS
-100.0%
+238.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -12.2% | +11.4% | -0.8% |
| 7D | -5.0% | -44.0% | +39.0% | -4.9% |
| 30D | +11.1% | -69.1% | +80.2% | +11.2% |
| 3M | +5.7% | -95.6% | +101.3% | +6.0% |
| 6M | +10.1% | -96.2% | +106.3% | +9.9% |
| YTD | -15.6% | -99.6% | +84.0% | -15.9% |
| 1Y | -19.5% | -99.7% | +80.2% | -19.9% |
| 3Y | +80.4% | -100.0% | +180.4% | +79.2% |
| All | +138.2% | -100.0% | +238.2% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling