-5.9%
DASH vs IBN
+159.6%
-165.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.3% |
| 7D | -2.8% | +15.8% | -18.5% | -11.4% |
| 30D | -9.3% | +25.1% | -34.4% | -21.1% |
| 3M | -15.1% | +16.0% | -31.0% | -22.6% |
| 6M | +8.7% | +32.8% | -24.0% | -8.5% |
| YTD | -21.3% | +18.0% | -39.3% | -29.3% |
| 1Y | -12.7% | +15.9% | -28.5% | -20.8% |
| 3Y | +103.8% | +57.6% | +46.1% | +44.0% |
| 5Y | -16.8% | +74.7% | -91.5% | -46.2% |
| All | -5.9% | +159.6% | -165.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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