-99.9%
DFNS vs ITW
+35.1%
-135.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.8% |
| 7D | -3.3% | -2.4% | -1.0% | -4.4% |
| 30D | -73.1% | -9.5% | -63.6% | -74.3% |
| 3M | -71.4% | +6.6% | -78.0% | -69.8% |
| 6M | -93.8% | -1.8% | -92.1% | -93.7% |
| YTD | -98.0% | +9.0% | -107.1% | -97.9% |
| 1Y | -98.2% | +3.6% | -101.7% | -98.1% |
| 3Y | -99.9% | +19.4% | -119.3% | -99.9% |
| 5Y | -99.9% | +36.4% | -136.3% | -99.9% |
| All | -99.9% | +35.1% | -135.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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