-8.9%
DASH vs IBN
+156.0%
-164.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.6% |
| 7D | -4.1% | +5.7% | -9.8% | -7.3% |
| 30D | -10.6% | +20.5% | -31.1% | -20.4% |
| 3M | -18.8% | +15.2% | -34.0% | -25.7% |
| 6M | +11.2% | +34.5% | -23.3% | -7.2% |
| YTD | -23.8% | +16.4% | -40.2% | -31.0% |
| 1Y | -12.2% | +13.5% | -25.7% | -19.3% |
| 3Y | +97.3% | +55.4% | +41.9% | +40.6% |
| 5Y | -29.8% | +73.1% | -102.9% | -54.3% |
| All | -8.9% | +156.0% | -164.9% | -41.8% |
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