+67.4%
IWM vs DASH
+16.3%
+51.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.2% |
| 7D | +0.1% | -10.6% | +10.7% | +2.2% |
| 30D | -1.3% | +2.2% | -3.4% | -1.8% |
| 3M | +1.6% | +32.3% | -30.7% | -4.2% |
| 6M | +13.6% | +19.1% | -5.6% | +8.7% |
| YTD | +20.8% | -6.5% | +27.3% | +20.8% |
| 1Y | +26.4% | -14.9% | +41.3% | +28.0% |
| 3Y | +60.7% | +151.9% | -91.3% | +30.0% |
| 5Y | +38.2% | +9.4% | +28.7% | +15.1% |
| All | +67.4% | +16.3% | +51.1% | +36.1% |
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 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