-5.2%
DASH vs IBN
+152.3%
-157.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -2.7% |
| 7D | +0.4% | +15.1% | -14.7% | -8.1% |
| 30D | -6.0% | +21.6% | -27.7% | -16.9% |
| 3M | -15.8% | +11.2% | -26.9% | -21.2% |
| 6M | +7.0% | +27.8% | -20.8% | -7.9% |
| YTD | -20.7% | +14.7% | -35.3% | -27.5% |
| 1Y | -8.5% | +14.4% | -23.0% | -16.4% |
| 3Y | +101.8% | +52.1% | +49.7% | +45.9% |
| 5Y | -9.6% | +70.7% | -80.3% | -40.7% |
| All | -5.2% | +152.3% | -157.4% | -38.9% |
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