-29.3%
DASH vs IBN
+73.5%
-102.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -4.5% | +1.9% | -6.4% | -5.8% |
| 30D | -6.8% | +22.1% | -28.9% | -19.8% |
| 3M | -20.7% | +17.1% | -37.8% | -29.6% |
| 6M | +15.1% | +35.5% | -20.5% | -8.1% |
| YTD | -24.3% | +16.8% | -41.1% | -33.1% |
| 1Y | -12.1% | +12.4% | -24.5% | -20.1% |
| 3Y | +91.1% | +58.0% | +33.0% | +18.1% |
| All | -29.3% | +73.5% | -102.8% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling