-4.5%
DASH vs IBN
+156.4%
-160.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -0.3% |
| 7D | -4.8% | +14.6% | -19.4% | -12.7% |
| 30D | -7.9% | +23.5% | -31.4% | -19.3% |
| 3M | -16.3% | +14.0% | -30.3% | -22.9% |
| 6M | +10.4% | +31.1% | -20.7% | -6.4% |
| YTD | -20.1% | +16.6% | -36.7% | -27.7% |
| 1Y | -11.4% | +14.9% | -26.3% | -19.3% |
| 3Y | +114.1% | +56.9% | +57.2% | +51.6% |
| 5Y | -5.8% | +69.7% | -75.4% | -38.4% |
| All | -4.5% | +156.4% | -160.9% | -39.1% |
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