-11.3%
DASH vs IAG
+52.4%
-63.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.0% | -0.1% |
| 7D | -4.8% | +24.0% | -28.8% | -7.6% |
| 30D | -7.9% | +5.5% | -13.4% | -9.0% |
| 3M | -16.3% | +8.3% | -24.6% | -17.6% |
| 6M | +10.4% | +6.1% | +4.3% | +8.0% |
| YTD | -20.1% | +20.3% | -40.4% | -23.3% |
| All | -11.3% | +52.4% | -63.7% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling