-14.9%
DASH vs IBKR
+45.1%
-60.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.5% |
| 7D | -10.6% | -3.3% | -7.3% | -9.7% |
| 30D | +2.2% | +4.5% | -2.3% | +0.2% |
| 3M | +32.3% | +6.5% | +25.8% | +27.8% |
| 6M | +19.1% | +34.2% | -15.1% | +3.5% |
| YTD | -6.5% | +44.5% | -51.0% | -20.1% |
| 1Y | -14.9% | +44.7% | -59.6% | -28.1% |
| All | -14.9% | +45.1% | -60.0% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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