+11.7%
DASH vs IWD
+110.2%
-98.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -4.0% | -3.6% |
| 7D | -10.6% | -0.3% | -10.3% | -10.2% |
| 30D | +2.2% | +0.6% | +1.6% | +1.3% |
| 3M | +32.3% | +7.2% | +25.0% | +19.1% |
| 6M | +19.1% | +16.2% | +2.9% | -5.7% |
| YTD | -6.5% | +23.3% | -29.8% | -32.7% |
| 1Y | -14.9% | +29.6% | -44.5% | -43.3% |
| 3Y | +151.9% | +70.5% | +81.5% | +5.5% |
| 5Y | +9.4% | +73.5% | -64.0% | -53.3% |
| All | +11.7% | +110.2% | -98.5% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling