-5.1%
DASH vs IWF
+93.4%
-98.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.4% | -3.0% | -0.2% |
| 7D | +0.5% | -8.9% | +9.4% | +14.8% |
| 30D | -7.1% | -14.6% | +7.5% | +16.1% |
| 3M | -13.2% | -10.8% | -2.4% | +1.4% |
| 6M | +8.3% | -8.2% | +16.5% | +20.0% |
| YTD | -20.6% | -6.5% | -14.1% | -14.1% |
| 1Y | -24.4% | -7.7% | -16.7% | -16.5% |
| 3Y | +94.5% | +63.5% | +31.0% | -20.2% |
| 5Y | -9.4% | +48.9% | -58.4% | -54.0% |
| All | -5.1% | +93.4% | -98.4% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling