-100.0%
DFNS vs IWF
+56.8%
-156.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.2% |
| 7D | -42.8% | -1.0% | -41.8% | -42.6% |
| 30D | -67.6% | -10.1% | -57.5% | -67.3% |
| 3M | -94.9% | -7.6% | -87.2% | -94.8% |
| 6M | -96.7% | -6.7% | -90.0% | -96.7% |
| YTD | -99.6% | -2.5% | -97.1% | -99.6% |
| 1Y | -99.7% | -2.1% | -97.7% | -99.7% |
| 3Y | -100.0% | +68.6% | -168.6% | -100.0% |
| All | -100.0% | +56.8% | -156.7% | -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 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