+53.6%
IWM vs DASH
-1.1%
+54.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.4% | +4.8% | -2.8% |
| 7D | -4.6% | +0.5% | -5.1% | -4.8% |
| 30D | -3.7% | -7.1% | +3.4% | -2.6% |
| 3M | -9.4% | -13.2% | +3.8% | -7.4% |
| 6M | -3.6% | +8.3% | -11.9% | -6.2% |
| YTD | +10.8% | -20.6% | +31.4% | +13.9% |
| 1Y | +11.9% | -24.4% | +36.3% | +15.5% |
| 3Y | +60.6% | +94.5% | -34.0% | +36.3% |
| 5Y | +19.2% | -9.4% | +28.7% | +2.4% |
| All | +53.6% | -1.1% | +54.8% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling