-9.4%
DASH vs IP
-12.5%
+3.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.0% | -5.4% | -7.9% |
| 7D | +0.5% | -5.0% | +5.5% | +2.6% |
| 30D | -7.1% | +6.5% | -13.6% | -9.0% |
| 3M | -13.2% | -18.0% | +4.8% | -6.7% |
| 6M | +8.3% | +10.3% | -2.0% | +3.2% |
| YTD | -20.6% | -9.9% | -10.7% | -19.9% |
| 1Y | -24.4% | -1.1% | -23.3% | -27.3% |
| 3Y | +94.5% | +13.0% | +81.5% | +53.6% |
| 5Y | -9.4% | -12.3% | +2.8% | -11.4% |
| All | -9.4% | -12.5% | +3.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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