-4.4%
DASH vs IBKR
+480.3%
-484.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | -9.4% | -3.8% | -5.6% | -7.6% |
| 30D | -5.2% | -0.3% | -4.9% | -5.6% |
| 3M | +33.1% | +4.8% | +28.4% | +27.9% |
| 6M | +18.3% | +30.8% | -12.5% | +0.1% |
| YTD | -11.2% | +39.5% | -50.7% | -27.8% |
| 1Y | -21.9% | +43.7% | -65.6% | -38.1% |
| 3Y | +144.7% | +284.7% | -140.0% | -0.9% |
| 5Y | -4.4% | +484.9% | -489.3% | -74.7% |
| All | -4.4% | +480.3% | -484.7% | -74.7% |
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