+101.8%
DASH vs IWD
+78.7%
+23.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.3% |
| 7D | +0.4% | -0.5% | +0.8% | +1.5% |
| 30D | -6.0% | +2.7% | -8.7% | -8.5% |
| 3M | -15.8% | +0.9% | -16.6% | -16.0% |
| 6M | +7.0% | +10.5% | -3.6% | -4.3% |
| YTD | -20.7% | +23.7% | -44.4% | -38.1% |
| 1Y | -8.5% | +28.7% | -37.3% | -32.3% |
| 3Y | +101.8% | +79.7% | +22.1% | -5.8% |
| All | +101.8% | +78.7% | +23.0% | -5.8% |
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 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