-96.2%
DFNS vs IWF
-5.5%
-90.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.4% | -19.0% | -18.5% |
| 7D | -12.7% | +5.3% | -17.9% | -23.4% |
| 30D | -65.2% | -8.6% | -56.6% | -55.4% |
| 3M | -94.6% | -6.5% | -88.0% | -93.3% |
| 6M | -96.2% | -5.6% | -90.6% | -95.2% |
| All | -96.2% | -5.5% | -90.7% | -95.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling