-8.9%
DASH vs IJR
+70.4%
-79.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -1.8% |
| 7D | -4.1% | +2.3% | -6.4% | -6.6% |
| 30D | -10.6% | +2.2% | -12.8% | -12.4% |
| 3M | -18.8% | -5.3% | -13.5% | -13.2% |
| 6M | +11.2% | +4.3% | +6.9% | +6.4% |
| YTD | -23.8% | +18.0% | -41.8% | -37.0% |
| 1Y | -12.2% | +19.2% | -31.4% | -28.4% |
| 3Y | +97.3% | +61.1% | +36.2% | +3.7% |
| 5Y | -29.8% | +27.3% | -57.2% | -50.7% |
| All | -8.9% | +70.4% | -79.3% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling