+158.1%
DASH vs IJR
+55.2%
+103.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.9% |
| 7D | -10.6% | -0.2% | -10.4% | -10.4% |
| 30D | +2.2% | -2.4% | +4.6% | +4.2% |
| 3M | +32.3% | +3.9% | +28.3% | +27.9% |
| 6M | +19.1% | +12.4% | +6.7% | +7.6% |
| YTD | -6.5% | +21.5% | -28.0% | -20.9% |
| 1Y | -14.9% | +24.0% | -38.9% | -29.2% |
| All | +158.1% | +55.2% | +103.0% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling