+99.2%
IWM vs DFNS
-100.0%
+199.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -12.2% | +13.2% | +1.0% |
| 7D | -2.0% | -44.0% | +42.0% | -2.1% |
| 30D | -1.5% | -69.1% | +67.7% | -1.5% |
| 3M | -8.0% | -95.6% | +87.6% | -8.2% |
| 6M | -4.1% | -96.2% | +92.1% | -4.1% |
| YTD | +11.9% | -99.6% | +111.5% | +11.5% |
| 1Y | +15.0% | -99.7% | +114.8% | +14.5% |
| 3Y | +64.2% | -100.0% | +164.2% | +63.6% |
| 5Y | +20.4% | -100.0% | +120.4% | +20.2% |
| All | +99.2% | -100.0% | +199.2% | +100.6% |
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