-100.0%
DFNS vs IWD
+151.3%
-251.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -2.0% |
| 7D | -42.8% | +1.3% | -44.1% | -42.4% |
| 30D | -67.6% | +3.6% | -71.1% | -66.9% |
| 3M | -94.9% | +2.3% | -97.2% | -94.8% |
| 6M | -96.7% | +13.0% | -109.8% | -96.5% |
| YTD | -99.6% | +26.2% | -125.8% | -99.5% |
| 1Y | -99.7% | +30.5% | -130.2% | -99.7% |
| 3Y | -100.0% | +86.2% | -186.2% | -100.0% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| All | -100.0% | +151.3% | -251.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling