+60.1%
IWF vs DAR
-31.4%
+91.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +1.3% |
| 7D | -1.1% | +3.6% | -4.7% | -1.7% |
| 30D | -8.3% | -11.3% | +3.0% | -6.3% |
| 3M | -5.6% | -13.1% | +7.6% | -3.4% |
| 6M | -5.4% | -15.1% | +9.7% | -3.1% |
| YTD | -1.2% | +50.5% | -51.7% | -10.3% |
| 1Y | -2.7% | +57.9% | -60.6% | -12.6% |
| 3Y | +67.8% | +28.9% | +38.8% | +50.9% |
| 5Y | +60.1% | -31.4% | +91.5% | +66.6% |
| All | +60.1% | -31.4% | +91.5% | +66.6% |
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 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