-99.6%
DFNS vs IWD
+33.0%
-132.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.6% | -20.9% | -26.2% |
| 7D | -27.7% | +2.5% | -30.2% | -34.8% |
| 30D | -58.0% | +6.0% | -63.9% | -66.3% |
| 3M | -94.0% | +3.8% | -97.7% | -94.9% |
| 6M | -94.6% | +16.3% | -110.9% | -96.8% |
| YTD | -99.4% | +27.5% | -126.9% | -99.7% |
| 1Y | -99.6% | +32.8% | -132.5% | -99.9% |
| All | -99.6% | +33.0% | -132.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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