-100.0%
DFNS vs IWF
+136.6%
-236.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.4% | -19.0% | -19.3% |
| 7D | -12.7% | +5.3% | -17.9% | -13.0% |
| 30D | -65.2% | -8.6% | -56.6% | -65.1% |
| 3M | -94.6% | -6.5% | -88.0% | -94.6% |
| 6M | -96.2% | -5.6% | -90.6% | -96.2% |
| YTD | -99.6% | -1.5% | -98.1% | -99.6% |
| 1Y | -99.7% | -2.8% | -96.9% | -99.7% |
| 3Y | -100.0% | +67.1% | -167.1% | -100.0% |
| 5Y | -100.0% | +57.6% | -157.6% | -100.0% |
| All | -100.0% | +136.6% | -236.6% | -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