+25.0%
IWM vs DFNS
-98.3%
+123.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +1.4% | +0.8% | +0.6% | +1.4% |
| 30D | -2.3% | -73.2% | +70.9% | -1.2% |
| 3M | +4.0% | -72.4% | +76.4% | +7.9% |
| 6M | +17.9% | -95.2% | +113.2% | +33.7% |
| YTD | +20.2% | -98.0% | +118.2% | +42.0% |
| 1Y | +25.0% | -98.3% | +123.2% | +47.1% |
| All | +25.0% | -98.3% | +123.3% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling