+67.9%
IWF vs DAR
+29.4%
+38.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +1.7% |
| 7D | -1.1% | +3.6% | -4.7% | -1.5% |
| 30D | -8.3% | -11.3% | +3.0% | -7.1% |
| 3M | -5.6% | -13.1% | +7.6% | -4.4% |
| 6M | -5.4% | -15.1% | +9.7% | -4.1% |
| YTD | -1.2% | +50.5% | -51.7% | -7.2% |
| 1Y | -2.7% | +57.9% | -60.6% | -9.2% |
| All | +67.9% | +29.4% | +38.6% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling