+11.7%
DASH vs IJH
+82.1%
-70.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.8% |
| 7D | -10.6% | +0.1% | -10.7% | -10.7% |
| 30D | +2.2% | -1.5% | +3.6% | +4.0% |
| 3M | +32.3% | +0.8% | +31.5% | +30.4% |
| 6M | +19.1% | +7.6% | +11.6% | +6.9% |
| YTD | -6.5% | +15.5% | -22.0% | -24.1% |
| 1Y | -14.9% | +16.9% | -31.8% | -32.2% |
| 3Y | +151.9% | +48.1% | +103.9% | +37.2% |
| 5Y | +9.4% | +47.8% | -38.4% | -38.6% |
| All | +11.7% | +82.1% | -70.4% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling