-7.0%
DASH vs IAG
+515.1%
-522.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.3% | -1.2% |
| 7D | +0.4% | +21.4% | -21.0% | -2.4% |
| 30D | -6.0% | +4.0% | -10.1% | -6.8% |
| 3M | -15.8% | +17.0% | -32.8% | -18.0% |
| 6M | +7.0% | +1.4% | +5.6% | +5.6% |
| YTD | -20.7% | +13.8% | -34.4% | -23.9% |
| 1Y | -8.5% | +55.8% | -64.4% | -16.5% |
| 3Y | +101.8% | +647.4% | -545.6% | +38.2% |
| All | -7.0% | +515.1% | -522.1% | -34.1% |
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