-5.2%
DASH vs IWF
+95.8%
-101.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -2.0% |
| 7D | +0.4% | -5.0% | +5.4% | +8.0% |
| 30D | -6.0% | -13.2% | +7.2% | +14.7% |
| 3M | -15.8% | -9.4% | -6.3% | -3.8% |
| 6M | +7.0% | -8.6% | +15.5% | +19.4% |
| YTD | -20.7% | -5.3% | -15.4% | -15.8% |
| 1Y | -8.5% | -5.0% | -3.6% | -3.7% |
| 3Y | +101.8% | +64.6% | +37.1% | -17.9% |
| 5Y | -9.6% | +50.8% | -60.4% | -54.9% |
| All | -5.2% | +95.8% | -101.0% | -69.4% |
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