-5.9%
DASH vs IWF
+104.3%
-110.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -3.3% |
| 7D | -10.2% | -1.1% | -9.2% | -8.9% |
| 30D | -8.2% | -8.3% | 0.0% | +3.2% |
| 3M | -15.9% | -5.6% | -10.4% | -9.8% |
| 6M | +13.3% | -5.4% | +18.7% | +20.4% |
| YTD | -21.3% | -1.2% | -20.1% | -21.6% |
| 1Y | -11.1% | -2.7% | -8.5% | -9.6% |
| 3Y | +103.8% | +67.8% | +36.0% | -18.7% |
| 5Y | -21.6% | +60.1% | -81.7% | -64.1% |
| All | -5.9% | +104.3% | -110.3% | -71.5% |
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