+11.7%
DASH vs IJR
+75.4%
-63.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -5.0% |
| 7D | -10.6% | -0.2% | -10.4% | -10.4% |
| 30D | +2.2% | -2.4% | +4.6% | +4.9% |
| 3M | +32.3% | +3.9% | +28.3% | +26.4% |
| 6M | +19.1% | +12.4% | +6.7% | +3.8% |
| YTD | -6.5% | +21.5% | -28.0% | -25.6% |
| 1Y | -14.9% | +24.0% | -38.9% | -34.0% |
| 3Y | +151.9% | +49.7% | +102.2% | +47.6% |
| 5Y | +9.4% | +39.7% | -30.2% | -29.2% |
| All | +11.7% | +75.4% | -63.7% | -36.5% |
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