-16.8%
DASH vs IAG
+495.5%
-512.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -0.6% |
| 7D | -2.8% | +16.8% | -19.6% | -4.9% |
| 30D | -9.3% | -1.5% | -7.8% | -9.3% |
| 3M | -15.1% | +0.5% | -15.6% | -15.5% |
| 6M | +8.7% | -1.0% | +9.7% | +7.7% |
| YTD | -21.3% | +12.3% | -33.6% | -24.4% |
| 1Y | -12.7% | +39.2% | -51.9% | -18.8% |
| 3Y | +103.8% | +712.3% | -608.5% | +38.6% |
| 5Y | -16.8% | +484.2% | -501.0% | -40.6% |
| All | -16.8% | +495.5% | -512.3% | -40.6% |
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