+4.1%
DASH vs IJH
+79.0%
-75.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.2% |
| 7D | -12.8% | -0.7% | -12.1% | -11.9% |
| 30D | -6.0% | -3.8% | -2.2% | -1.1% |
| 3M | +26.7% | 0.0% | +26.7% | +26.2% |
| 6M | +11.7% | +8.8% | +2.9% | -1.2% |
| YTD | -12.9% | +13.5% | -26.4% | -27.7% |
| 1Y | -23.1% | +15.4% | -38.5% | -37.6% |
| 3Y | +140.0% | +50.9% | +89.1% | +26.4% |
| 5Y | -5.1% | +47.8% | -52.8% | -46.3% |
| All | +4.1% | +79.0% | -75.0% | -46.6% |
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