+5.8%
DASH vs IFF
-13.9%
+19.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.0% |
| 7D | -11.2% | -0.2% | -11.0% | -11.1% |
| 30D | -7.3% | -0.3% | -7.0% | -7.2% |
| 3M | +31.4% | +18.6% | +12.9% | +22.4% |
| 6M | +11.9% | +17.4% | -5.5% | +3.1% |
| YTD | -11.5% | +28.5% | -40.0% | -22.7% |
| 1Y | -20.0% | +32.5% | -52.5% | -31.6% |
| 3Y | +143.9% | +34.1% | +109.9% | +93.3% |
| 5Y | -0.2% | -35.2% | +34.9% | +21.9% |
| All | +5.8% | -13.9% | +19.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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