-4.5%
DASH vs IJR
+71.7%
-76.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | -2.7% |
| 7D | -4.8% | +0.2% | -5.0% | -4.7% |
| 30D | -7.9% | +3.0% | -10.9% | -10.6% |
| 3M | -16.3% | -4.5% | -11.8% | -11.5% |
| 6M | +10.4% | +3.1% | +7.3% | +6.9% |
| YTD | -20.1% | +18.9% | -39.0% | -34.5% |
| 1Y | -11.4% | +21.7% | -33.1% | -29.6% |
| 3Y | +114.1% | +64.0% | +50.0% | +10.0% |
| 5Y | -5.8% | +27.6% | -33.4% | -34.2% |
| All | -4.5% | +71.7% | -76.2% | -44.1% |
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