-11.6%
DASH vs IFF
+25.8%
-37.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -3.0% |
| 7D | -4.1% | -6.9% | +2.8% | -3.6% |
| 30D | -10.6% | -8.9% | -1.8% | -10.1% |
| 3M | -18.8% | -3.7% | -15.1% | -18.6% |
| 6M | +11.2% | +3.5% | +7.7% | +10.5% |
| YTD | -23.8% | +21.2% | -45.0% | -23.0% |
| All | -11.6% | +25.8% | -37.4% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling