+4.8%
DASH vs IBN
+132.7%
-127.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.6% | +6.0% |
| 7D | +17.2% | +8.9% | +8.2% | +11.4% |
| 30D | +3.6% | +12.6% | -9.1% | -3.6% |
| 3M | -1.9% | +3.1% | -4.9% | -3.5% |
| 6M | +15.1% | +20.6% | -5.5% | +3.1% |
| YTD | -12.3% | +5.8% | -18.1% | -15.5% |
| 1Y | -17.2% | +3.7% | -20.9% | -19.2% |
| 3Y | +114.7% | +40.3% | +74.4% | +63.8% |
| 5Y | -4.3% | +58.0% | -62.3% | -33.8% |
| All | +4.8% | +132.7% | -127.9% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling