+114.1%
DASH vs IJH
+58.5%
+55.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | -2.4% |
| 7D | -4.8% | +0.6% | -5.4% | -5.2% |
| 30D | -7.9% | +1.3% | -9.2% | -8.8% |
| 3M | -16.3% | -4.1% | -12.2% | -12.8% |
| 6M | +10.4% | +1.1% | +9.3% | +9.2% |
| YTD | -20.1% | +13.6% | -33.7% | -29.6% |
| 1Y | -11.4% | +16.0% | -27.5% | -23.8% |
| 3Y | +114.1% | +60.9% | +53.2% | +32.5% |
| All | +114.1% | +58.5% | +55.6% | +32.5% |
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