-99.9%
DFNS vs IWD
+145.6%
-245.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.2% |
| 7D | -16.0% | -0.3% | -15.7% | -16.2% |
| 30D | -77.7% | +0.6% | -78.3% | -77.6% |
| 3M | -77.2% | +7.2% | -84.4% | -76.1% |
| 6M | -95.2% | +16.2% | -111.4% | -94.7% |
| YTD | -98.0% | +23.3% | -121.3% | -97.7% |
| 1Y | -98.3% | +29.6% | -127.8% | -97.9% |
| 3Y | -99.9% | +70.5% | -170.3% | -99.8% |
| 5Y | -99.9% | +73.5% | -173.3% | -99.8% |
| All | -99.9% | +145.6% | -245.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling