+7.4%
DASH vs IAG
+764.1%
-756.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.3% |
| 7D | -10.6% | -0.5% | -10.0% | -10.5% |
| 30D | +2.2% | +28.9% | -26.7% | -1.5% |
| 3M | +32.3% | +19.1% | +13.1% | +28.5% |
| 6M | +19.1% | -10.3% | +29.4% | +19.3% |
| YTD | -6.5% | +24.2% | -30.7% | -11.1% |
| 1Y | -14.9% | +116.5% | -131.4% | -25.6% |
| 3Y | +151.9% | +742.8% | -590.9% | +73.3% |
| All | +7.4% | +764.1% | -756.7% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling