-100.0%
DFNS vs IWF
+133.9%
-233.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.4% |
| 7D | -6.0% | +2.8% | -8.8% | -6.1% |
| 30D | -71.2% | -7.5% | -63.6% | -71.0% |
| 3M | -94.5% | -8.5% | -86.0% | -94.5% |
| 6M | -96.5% | -7.4% | -89.1% | -96.5% |
| YTD | -99.6% | -2.6% | -97.0% | -99.6% |
| 1Y | -99.7% | -1.8% | -97.8% | -99.7% |
| 3Y | -100.0% | +65.5% | -165.4% | -100.0% |
| 5Y | -100.0% | +55.8% | -155.8% | -100.0% |
| All | -100.0% | +133.9% | -233.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling