+59.1%
IWM vs DASH
-2.1%
+61.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | +0.3% | -2.8% | +3.0% | +0.8% |
| 30D | +0.6% | -9.3% | +9.9% | +2.2% |
| 3M | -6.2% | -15.1% | +8.8% | -3.7% |
| 6M | -0.8% | +8.7% | -9.5% | -3.5% |
| YTD | +14.8% | -21.3% | +36.1% | +18.2% |
| 1Y | +16.1% | -12.7% | +28.8% | +16.9% |
| 3Y | +71.5% | +103.8% | -32.3% | +44.4% |
| 5Y | +25.8% | -16.8% | +42.6% | +9.0% |
| All | +59.1% | -2.1% | +61.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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