-29.3%
DASH vs IBKR
+355.7%
-385.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -4.5% | +7.9% | -12.4% | -8.2% |
| 30D | -6.8% | -2.8% | -4.0% | -6.0% |
| 3M | -20.7% | -10.5% | -10.2% | -17.1% |
| 6M | +15.1% | -3.7% | +18.8% | +14.2% |
| YTD | -24.3% | +27.6% | -51.8% | -36.2% |
| 1Y | -12.1% | +22.5% | -34.7% | -24.7% |
| 3Y | +91.1% | +307.2% | -216.2% | -30.3% |
| All | -29.3% | +355.7% | -385.0% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling