-5.2%
DASH vs IRM
+353.6%
-358.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +0.4% | -8.6% | +9.0% | +4.3% |
| 30D | -6.0% | -8.0% | +1.9% | -2.7% |
| 3M | -15.8% | -12.0% | -3.8% | -11.6% |
| 6M | +7.0% | -18.2% | +25.1% | +15.0% |
| YTD | -20.7% | +31.4% | -52.0% | -32.8% |
| 1Y | -8.5% | +9.2% | -17.7% | -15.4% |
| 3Y | +101.8% | +94.6% | +7.2% | +27.4% |
| 5Y | -9.6% | +170.2% | -179.7% | -51.7% |
| All | -5.2% | +353.6% | -358.8% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling