+153.0%
DASH vs IWF
+78.0%
+75.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | +0.5% | -11.1% | -11.1% |
| 30D | +2.2% | -0.4% | +2.5% | +2.3% |
| 3M | +32.3% | -2.6% | +34.9% | +35.5% |
| 6M | +19.1% | +9.1% | +10.0% | +7.6% |
| YTD | -6.5% | +4.5% | -11.0% | -11.2% |
| 1Y | -14.9% | +10.1% | -25.0% | -23.4% |
| All | +153.0% | +78.0% | +75.0% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling