+101.8%
DASH vs IFF
+22.4%
+79.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.5% |
| 7D | +0.4% | -11.2% | +11.6% | +2.2% |
| 30D | -6.0% | -1.8% | -4.3% | -5.9% |
| 3M | -15.8% | -1.8% | -13.9% | -15.6% |
| 6M | +7.0% | +0.6% | +6.3% | +6.2% |
| YTD | -20.7% | +24.6% | -45.2% | -24.4% |
| 1Y | -8.5% | +34.4% | -42.9% | -14.5% |
| 3Y | +101.8% | +22.1% | +79.7% | +71.8% |
| All | +101.8% | +22.4% | +79.4% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling