+79.3%
IWF vs DAR
+14.9%
+64.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -0.6% |
| 7D | +1.5% | -0.9% | +2.4% | +1.6% |
| 30D | -1.3% | +13.0% | -14.2% | -2.8% |
| 3M | +0.1% | +15.0% | -14.9% | -1.7% |
| 6M | +10.3% | +26.8% | -16.6% | +6.6% |
| YTD | +4.2% | +86.4% | -82.3% | -4.3% |
| 1Y | +9.3% | +115.1% | -105.8% | -1.9% |
| 3Y | +79.3% | +14.6% | +64.7% | +72.6% |
| All | +79.3% | +14.9% | +64.5% | +72.6% |
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