+201.7%
IWD vs DAR
+311.7%
-110.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +2.3% | +11.6% | -9.3% | -0.5% |
| 30D | +3.6% | -10.2% | +13.8% | +6.1% |
| 3M | +2.2% | -14.8% | +17.0% | +5.7% |
| 6M | +13.0% | -10.1% | +23.0% | +14.8% |
| YTD | +26.5% | +55.5% | -29.0% | +11.2% |
| 1Y | +30.1% | +61.7% | -31.5% | +13.0% |
| 3Y | +84.9% | +37.2% | +47.7% | +60.0% |
| 5Y | +73.4% | -26.9% | +100.3% | +74.0% |
| All | +201.7% | +311.7% | -110.0% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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