-98.3%
DFNS vs IWD
+30.5%
-128.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +3.1% |
| 7D | -16.0% | -0.3% | -15.7% | -15.0% |
| 30D | -77.7% | +0.6% | -78.3% | -78.6% |
| 3M | -77.2% | +7.2% | -84.4% | -82.4% |
| 6M | -95.2% | +16.2% | -111.4% | -97.1% |
| YTD | -98.0% | +23.3% | -121.3% | -99.0% |
| 1Y | -98.3% | +29.6% | -127.8% | -99.4% |
| All | -98.3% | +30.5% | -128.7% | -99.4% |
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