-100.0%
DFNS vs IWD
+73.1%
-173.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.4% | -18.9% | -19.6% |
| 7D | -12.7% | +1.7% | -14.3% | -11.8% |
| 30D | -65.2% | +3.2% | -68.4% | -64.5% |
| 3M | -94.6% | +2.3% | -96.9% | -94.5% |
| 6M | -96.2% | +12.9% | -109.2% | -95.9% |
| YTD | -99.6% | +26.2% | -125.8% | -99.5% |
| 1Y | -99.7% | +28.3% | -128.0% | -99.6% |
| 3Y | -100.0% | +84.4% | -184.4% | -100.0% |
| 5Y | -100.0% | +73.0% | -172.9% | -100.0% |
| All | -100.0% | +73.1% | -173.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling