-4.5%
DASH vs IAG
+449.6%
-454.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.0% | 0.0% |
| 7D | -4.8% | +24.0% | -28.8% | -7.4% |
| 30D | -7.9% | +5.5% | -13.4% | -8.7% |
| 3M | -16.3% | +8.3% | -24.6% | -17.4% |
| 6M | +10.4% | +6.1% | +4.3% | +8.6% |
| YTD | -20.1% | +20.3% | -40.4% | -23.5% |
| 1Y | -11.4% | +56.5% | -67.9% | -18.1% |
| 3Y | +114.1% | +762.6% | -648.5% | +54.0% |
| 5Y | -5.8% | +546.3% | -552.0% | -35.1% |
| All | -4.5% | +449.6% | -454.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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