+413.4%
IWF vs DAR
+366.1%
+47.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -1.7% | +2.6% | -4.4% | -2.5% |
| 3M | +0.7% | +14.2% | -13.6% | -2.9% |
| 6M | +8.6% | +17.2% | -8.6% | +3.7% |
| YTD | +3.5% | +80.9% | -77.3% | -11.1% |
| 1Y | +7.0% | +104.0% | -96.9% | -11.3% |
| 3Y | +76.3% | +3.6% | +72.7% | +67.7% |
| 5Y | +74.8% | -7.8% | +82.5% | +66.5% |
| All | +413.4% | +366.1% | +47.4% | +189.4% |
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