+6.6%
DASH vs IBKR
+585.8%
-579.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.6% |
| 7D | -4.6% | -1.3% | -3.3% | -4.0% |
| 30D | -5.0% | -0.2% | -4.7% | -5.3% |
| 3M | +30.6% | +3.0% | +27.7% | +27.0% |
| 6M | +19.2% | +33.9% | -14.7% | +0.7% |
| YTD | -10.8% | +42.5% | -53.3% | -27.4% |
| 1Y | -22.4% | +44.9% | -67.2% | -37.8% |
| 3Y | +142.5% | +293.0% | -150.5% | +6.1% |
| 5Y | -4.0% | +497.7% | -501.7% | -70.0% |
| All | +6.6% | +585.8% | -579.2% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling