+74.9%
IWD vs DAR
-11.0%
+85.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -0.3% | +1.4% | -1.6% | -0.5% |
| 30D | +0.6% | +12.8% | -12.2% | -1.7% |
| 3M | +7.2% | +7.4% | -0.1% | +5.5% |
| 6M | +16.2% | +22.3% | -6.1% | +11.3% |
| YTD | +23.3% | +81.1% | -57.7% | +9.6% |
| 1Y | +29.6% | +106.5% | -76.9% | +11.7% |
| 3Y | +70.5% | +5.3% | +65.2% | +64.9% |
| All | +74.9% | -11.0% | +85.9% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling