+102.1%
DASH vs IWD
+79.4%
+22.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.6% | -6.8% | -6.0% |
| 7D | +0.5% | -0.9% | +1.4% | +2.2% |
| 30D | -7.1% | +2.6% | -9.7% | -9.5% |
| 3M | -13.2% | +1.2% | -14.4% | -13.9% |
| 6M | +8.3% | +12.1% | -3.8% | -4.8% |
| YTD | -20.6% | +24.1% | -44.7% | -38.3% |
| 1Y | -24.4% | +28.5% | -52.9% | -43.8% |
| All | +102.1% | +79.4% | +22.7% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling