-7.0%
DASH vs IJR
+23.0%
-29.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.3% |
| 7D | +0.4% | -1.9% | +2.3% | +3.2% |
| 30D | -6.0% | +0.4% | -6.5% | -6.0% |
| 3M | -15.8% | -6.6% | -9.2% | -7.9% |
| 6M | +7.0% | -0.3% | +7.2% | +7.6% |
| YTD | -20.7% | +15.5% | -36.1% | -33.7% |
| 1Y | -8.5% | +19.2% | -27.8% | -26.9% |
| 3Y | +101.8% | +54.6% | +47.2% | +2.0% |
| All | -7.0% | +23.0% | -29.9% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling