Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DASH vs IR✓SelectedUSD · IRDASH vs IR performance historyLatest closeAs of-4.63%09/04
Stock and ETF performance explorer

DASH vs IR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+11.7%
IR return
+71.4%
Excess return
-59.7%
Maximum drawdown
-82.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIRExcessAlpha
1D-4.6%+1.3%-5.9%-5.3%
7D-10.6%-2.8%-7.7%-9.1%
30D+2.2%-15.1%+17.3%+11.9%
3M+32.3%+6.1%+26.2%+26.4%
6M+19.1%-16.8%+35.9%+29.9%
YTD-6.5%-3.5%-3.0%-8.2%
1Y-14.9%-3.5%-11.4%-17.1%
3Y+151.9%+9.5%+142.5%+106.3%
5Y+9.4%+45.1%-35.6%-30.4%
All+11.7%+71.4%-59.7%-28.2%

Cumulative growth

Daily Returns

Daily percentage return beside IR.

Daily Out/Under-Performance

Portfolio return minus IR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IR 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 IR 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