-17.2%
DASH vs IWF
-1.6%
-15.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.0% |
| 7D | +17.2% | -4.2% | +21.3% | +21.5% |
| 30D | +3.6% | -8.1% | +11.7% | +12.0% |
| 3M | -1.9% | -5.1% | +3.2% | +2.7% |
| 6M | +15.1% | -1.4% | +16.5% | +14.2% |
| YTD | -12.3% | -0.1% | -12.2% | -13.2% |
| 1Y | -17.2% | -1.3% | -16.0% | -16.7% |
| All | -17.2% | -1.6% | -15.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling