-20.0%
DASH vs IJR
+22.6%
-42.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -4.7% |
| 7D | -11.2% | +0.9% | -12.1% | -11.9% |
| 30D | -7.3% | -3.1% | -4.2% | -4.8% |
| 3M | +31.4% | +4.4% | +27.0% | +26.4% |
| 6M | +11.9% | +16.1% | -4.3% | -2.2% |
| YTD | -11.5% | +20.6% | -32.1% | -24.9% |
| 1Y | -20.0% | +22.9% | -42.9% | -33.2% |
| All | -20.0% | +22.6% | -42.6% | -33.2% |
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 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