+4.1%
DASH vs IJR
+72.3%
-68.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.4% |
| 7D | -12.8% | -1.1% | -11.7% | -11.7% |
| 30D | -6.0% | -3.6% | -2.4% | -2.1% |
| 3M | +26.7% | +2.3% | +24.4% | +23.4% |
| 6M | +11.7% | +14.3% | -2.7% | -4.4% |
| YTD | -12.9% | +19.3% | -32.2% | -29.2% |
| 1Y | -23.1% | +22.6% | -45.7% | -39.5% |
| 3Y | +140.0% | +53.5% | +86.5% | +35.4% |
| 5Y | -5.1% | +39.9% | -45.0% | -38.1% |
| All | +4.1% | +72.3% | -68.2% | -39.6% |
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