-8.9%
DASH vs IJH
+77.9%
-86.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -1.6% |
| 7D | -4.1% | +3.0% | -7.1% | -8.0% |
| 30D | -10.6% | +0.8% | -11.4% | -11.3% |
| 3M | -18.8% | -5.1% | -13.7% | -12.7% |
| 6M | +11.2% | +1.3% | +9.9% | +9.1% |
| YTD | -23.8% | +12.8% | -36.6% | -35.9% |
| 1Y | -12.2% | +14.1% | -26.3% | -27.6% |
| 3Y | +97.3% | +57.8% | +39.5% | -3.6% |
| 5Y | -29.8% | +36.9% | -66.8% | -57.3% |
| All | -8.9% | +77.9% | -86.8% | -52.7% |
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