+11.7%
DASH vs IFF
-13.2%
+24.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | -1.8% | -8.7% | -9.9% |
| 30D | +2.2% | -2.0% | +4.1% | +2.9% |
| 3M | +32.3% | +18.5% | +13.7% | +23.2% |
| 6M | +19.1% | +11.7% | +7.4% | +12.1% |
| YTD | -6.5% | +29.6% | -36.1% | -18.6% |
| 1Y | -14.9% | +35.0% | -49.9% | -27.8% |
| 3Y | +151.9% | +32.3% | +119.7% | +101.4% |
| 5Y | +9.4% | -34.6% | +44.0% | +33.2% |
| All | +11.7% | -13.2% | +24.9% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling