-99.7%
DFNS vs IWD
+29.9%
-129.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -9.2% |
| 7D | -42.8% | +1.3% | -44.1% | -45.2% |
| 30D | -67.6% | +3.6% | -71.1% | -71.3% |
| 3M | -94.9% | +2.3% | -97.2% | -95.3% |
| 6M | -96.7% | +13.0% | -109.8% | -97.8% |
| YTD | -99.6% | +26.2% | -125.8% | -99.8% |
| All | -99.7% | +29.9% | -129.6% | -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