-100.0%
DFNS vs IWD
+146.3%
-246.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.9% | -12.4% |
| 7D | -44.0% | -0.5% | -43.5% | -44.1% |
| 30D | -69.1% | +2.7% | -71.8% | -68.7% |
| 3M | -95.6% | +0.9% | -96.5% | -95.6% |
| 6M | -96.2% | +10.5% | -106.7% | -95.9% |
| YTD | -99.6% | +23.7% | -123.3% | -99.5% |
| 1Y | -99.7% | +28.7% | -128.5% | -99.7% |
| 3Y | -100.0% | +79.7% | -179.7% | -100.0% |
| 5Y | -100.0% | +69.7% | -169.7% | -100.0% |
| All | -100.0% | +146.3% | -246.3% | -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