+11.7%
DASH vs IBKR
+595.2%
-583.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.5% |
| 7D | -10.6% | -3.3% | -7.3% | -9.3% |
| 30D | +2.2% | +4.5% | -2.3% | -0.7% |
| 3M | +32.3% | +6.5% | +25.8% | +26.3% |
| 6M | +19.1% | +34.2% | -15.1% | +0.5% |
| YTD | -6.5% | +44.5% | -51.0% | -24.3% |
| 1Y | -14.9% | +44.7% | -59.6% | -31.8% |
| 3Y | +151.9% | +306.7% | -154.8% | +8.1% |
| 5Y | +9.4% | +489.9% | -480.4% | -65.8% |
| All | +11.7% | +595.2% | -583.4% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling