-8.9%
DASH vs IWD
+115.2%
-124.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.5% |
| 7D | -4.1% | +1.7% | -5.8% | -6.6% |
| 30D | -10.6% | +3.2% | -13.8% | -14.5% |
| 3M | -18.8% | +2.3% | -21.1% | -21.0% |
| 6M | +11.2% | +12.9% | -1.7% | -7.1% |
| YTD | -23.8% | +26.2% | -50.0% | -46.7% |
| 1Y | -12.2% | +28.3% | -40.4% | -40.2% |
| 3Y | +97.3% | +84.4% | +12.9% | -27.5% |
| 5Y | -29.8% | +73.0% | -102.8% | -70.4% |
| All | -8.9% | +115.2% | -124.1% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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