+143.9%
DASH vs IJH
+52.3%
+91.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -4.7% |
| 7D | -11.2% | +1.0% | -12.2% | -12.1% |
| 30D | -7.3% | -3.1% | -4.2% | -4.4% |
| 3M | +31.4% | +1.9% | +29.5% | +28.6% |
| 6M | +11.9% | +11.0% | +0.9% | -0.1% |
| YTD | -11.5% | +14.7% | -26.2% | -23.8% |
| 1Y | -20.0% | +15.6% | -35.6% | -31.7% |
| 3Y | +143.9% | +52.5% | +91.4% | +35.1% |
| All | +143.9% | +52.3% | +91.6% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling