-9.4%
DASH vs IWD
+70.2%
-79.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.6% | -6.8% | -5.0% |
| 7D | +0.5% | -0.9% | +1.4% | +2.6% |
| 30D | -7.1% | +2.6% | -9.7% | -10.5% |
| 3M | -13.2% | +1.2% | -14.4% | -14.3% |
| 6M | +8.3% | +12.1% | -3.8% | -9.8% |
| YTD | -20.6% | +24.1% | -44.7% | -44.4% |
| 1Y | -24.4% | +28.5% | -52.9% | -50.2% |
| 3Y | +94.5% | +79.5% | +15.0% | -32.7% |
| 5Y | -9.4% | +70.3% | -79.7% | -63.3% |
| All | -9.4% | +70.2% | -79.7% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling