+55.2%
IWM vs DASH
-1.3%
+56.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | -1.5% | -6.0% | +4.6% | -0.5% |
| 3M | -8.0% | -15.8% | +7.7% | -5.4% |
| 6M | -4.1% | +7.0% | -11.1% | -6.4% |
| YTD | +11.9% | -20.7% | +32.6% | +15.1% |
| 1Y | +15.0% | -8.5% | +23.6% | +14.7% |
| 3Y | +64.2% | +101.8% | -37.6% | +38.5% |
| 5Y | +20.4% | -9.6% | +30.0% | +3.4% |
| All | +55.2% | -1.3% | +56.5% | +29.6% |
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