+114.9%
IWM vs DFNS
-99.9%
+214.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +0.1% | -16.0% | +16.1% | +0.1% |
| 30D | -1.3% | -77.7% | +76.4% | -1.4% |
| 3M | +1.6% | -77.2% | +78.8% | +1.7% |
| 6M | +13.6% | -95.2% | +108.7% | +13.4% |
| YTD | +20.8% | -98.0% | +118.7% | +20.5% |
| 1Y | +26.4% | -98.3% | +124.7% | +26.2% |
| 3Y | +60.7% | -99.9% | +160.6% | +60.4% |
| 5Y | +38.2% | -99.9% | +138.0% | +38.0% |
| All | +114.9% | -99.9% | +214.7% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling