-9.5%
DASH vs IJH
+77.7%
-87.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -4.5% | +2.3% | -6.8% | -7.5% |
| 30D | -6.8% | +2.1% | -8.9% | -9.1% |
| 3M | -20.7% | -5.7% | -15.0% | -14.1% |
| 6M | +15.1% | +1.4% | +13.6% | +12.6% |
| YTD | -24.3% | +12.6% | -36.9% | -36.2% |
| 1Y | -12.1% | +16.1% | -28.3% | -29.3% |
| 3Y | +91.1% | +57.8% | +33.2% | -6.7% |
| 5Y | -30.3% | +36.8% | -67.1% | -57.5% |
| All | -9.5% | +77.7% | -87.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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