-5.9%
DASH vs IJR
+71.0%
-77.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.6% |
| 30D | -9.3% | +2.6% | -11.9% | -11.5% |
| 3M | -15.1% | -4.3% | -10.8% | -10.4% |
| 6M | +8.7% | +2.7% | +6.0% | +5.8% |
| YTD | -21.3% | +18.5% | -39.7% | -35.2% |
| 1Y | -12.7% | +20.1% | -32.7% | -29.4% |
| 3Y | +103.8% | +61.7% | +42.0% | +6.7% |
| 5Y | -16.8% | +28.5% | -45.3% | -42.0% |
| All | -5.9% | +71.0% | -77.0% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling