-100.0%
DFNS vs IWD
+85.5%
-185.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.4% | +12.3% | +13.3% |
| 7D | -13.0% | -0.6% | -12.4% | -14.6% |
| 30D | -56.9% | +3.6% | -60.5% | -54.6% |
| 3M | -93.2% | +2.7% | -95.9% | -93.0% |
| 6M | -95.4% | +13.2% | -108.6% | -94.3% |
| YTD | -99.5% | +26.8% | -126.3% | -99.2% |
| 1Y | -99.6% | +29.3% | -128.9% | -99.4% |
| All | -100.0% | +85.5% | -185.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling