-4.5%
DASH vs IFF
-14.7%
+10.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.1% |
| 7D | -4.8% | -10.8% | +6.0% | -0.6% |
| 30D | -7.9% | -0.1% | -7.8% | -8.2% |
| 3M | -16.3% | -1.2% | -15.1% | -16.2% |
| 6M | +10.4% | +5.2% | +5.2% | +7.3% |
| YTD | -20.1% | +27.3% | -47.4% | -30.2% |
| 1Y | -11.4% | +39.2% | -50.6% | -26.3% |
| 3Y | +114.1% | +26.1% | +88.0% | +75.2% |
| 5Y | -5.8% | -37.0% | +31.3% | +16.0% |
| All | -4.5% | -14.7% | +10.2% | +5.6% |
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