+727.5%
IWF vs DAR
+5,389.7%
-4,662.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | +0.5% | +1.4% | -0.8% | +0.4% |
| 30D | -0.4% | +12.8% | -13.2% | -1.5% |
| 3M | -2.6% | +7.4% | -10.0% | -3.3% |
| 6M | +9.1% | +22.3% | -13.1% | +7.0% |
| YTD | +4.5% | +81.1% | -76.6% | -0.9% |
| 1Y | +10.1% | +106.5% | -96.4% | +3.1% |
| 3Y | +77.6% | +5.3% | +72.3% | +73.7% |
| 5Y | +73.7% | -11.5% | +85.3% | +71.2% |
| 10Y | +411.5% | +353.3% | +58.2% | +342.0% |
| All | +727.5% | +5,389.7% | -4,662.1% | +543.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling