+106.1%
IWM vs DFNS
-100.0%
+206.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.7% | -11.8% | +0.9% |
| 7D | -0.3% | -13.0% | +12.7% | -0.3% |
| 30D | +1.9% | -56.9% | +58.7% | +1.8% |
| 3M | -5.7% | -93.2% | +87.5% | -5.9% |
| 6M | -0.3% | -95.4% | +95.1% | -0.3% |
| YTD | +15.8% | -99.5% | +115.3% | +15.4% |
| 1Y | +17.1% | -99.6% | +116.7% | +16.6% |
| 3Y | +73.1% | -100.0% | +173.0% | +72.6% |
| 5Y | +25.9% | -100.0% | +125.8% | +25.6% |
| All | +106.1% | -100.0% | +206.0% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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