-98.2%
DFNS vs IWF
+7.4%
-105.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -3.4% |
| 7D | +4.6% | +0.5% | +4.1% | +3.5% |
| 30D | -73.9% | -1.4% | -72.5% | -72.1% |
| 3M | -71.7% | +0.4% | -72.2% | -71.3% |
| 6M | -94.6% | +8.5% | -103.0% | -95.1% |
| YTD | -98.1% | +3.7% | -101.8% | -98.0% |
| All | -98.2% | +7.4% | -105.6% | -98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling