-11.3%
DASH vs IJR
+20.5%
-31.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | -2.1% |
| 7D | -4.8% | +0.2% | -5.0% | -4.6% |
| 30D | -7.9% | +3.0% | -10.9% | -9.7% |
| 3M | -16.3% | -4.5% | -11.8% | -13.2% |
| 6M | +10.4% | +3.1% | +7.3% | +7.9% |
| YTD | -20.1% | +18.9% | -39.0% | -27.6% |
| All | -11.3% | +20.5% | -31.8% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling