-9.5%
DASH vs IWF
+101.3%
-110.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +1.0% |
| 7D | -4.5% | +2.8% | -7.4% | -8.5% |
| 30D | -6.8% | -7.5% | +0.8% | +3.5% |
| 3M | -20.7% | -8.5% | -12.2% | -10.9% |
| 6M | +15.1% | -7.4% | +22.5% | +26.2% |
| YTD | -24.3% | -2.6% | -21.6% | -22.9% |
| 1Y | -12.1% | -1.8% | -10.3% | -11.8% |
| 3Y | +91.1% | +65.5% | +25.6% | -22.3% |
| 5Y | -30.3% | +55.8% | -86.1% | -66.9% |
| All | -9.5% | +101.3% | -110.8% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling