-100.0%
DFNS vs IWD
+85.1%
-185.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.2% |
| 7D | -6.0% | +2.3% | -8.2% | -3.1% |
| 30D | -71.2% | +3.6% | -74.8% | -69.7% |
| 3M | -94.5% | +2.2% | -96.7% | -94.4% |
| 6M | -96.5% | +13.0% | -109.5% | -95.7% |
| YTD | -99.6% | +26.5% | -126.1% | -99.4% |
| 1Y | -99.7% | +30.1% | -129.8% | -99.5% |
| 3Y | -100.0% | +84.9% | -184.8% | -99.9% |
| All | -100.0% | +85.1% | -185.1% | -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