-4.5%
DASH vs IJH
+79.2%
-83.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | -3.5% |
| 7D | -4.8% | +0.6% | -5.4% | -5.4% |
| 30D | -7.9% | +1.3% | -9.2% | -9.2% |
| 3M | -16.3% | -4.1% | -12.2% | -11.3% |
| 6M | +10.4% | +1.1% | +9.3% | +8.6% |
| YTD | -20.1% | +13.6% | -33.7% | -33.5% |
| 1Y | -11.4% | +16.0% | -27.5% | -28.7% |
| 3Y | +114.1% | +60.9% | +53.2% | +1.5% |
| 5Y | -5.8% | +37.9% | -43.7% | -43.2% |
| All | -4.5% | +79.2% | -83.7% | -50.9% |
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 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