-99.9%
DFNS vs IWF
+73.3%
-173.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +0.8% | +1.5% | -0.7% | +0.8% |
| 30D | -73.2% | -1.3% | -72.0% | -73.2% |
| 3M | -72.4% | +0.1% | -72.6% | -72.4% |
| 6M | -95.2% | +10.3% | -105.5% | -95.1% |
| YTD | -98.0% | +4.2% | -102.1% | -98.0% |
| 1Y | -98.3% | +9.3% | -107.6% | -98.2% |
| 3Y | -99.9% | +79.3% | -179.2% | -99.9% |
| 5Y | -99.9% | +73.8% | -173.6% | -99.9% |
| All | -99.9% | +73.3% | -173.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling