-8.9%
DASH vs IRM
+387.9%
-396.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -4.0% |
| 7D | -4.1% | +8.6% | -12.7% | -7.4% |
| 30D | -10.6% | 0.0% | -10.6% | -10.7% |
| 3M | -18.8% | -7.1% | -11.6% | -16.7% |
| 6M | +11.2% | -7.9% | +19.1% | +13.8% |
| YTD | -23.8% | +41.3% | -65.1% | -37.5% |
| 1Y | -12.2% | +20.7% | -32.9% | -22.3% |
| 3Y | +97.3% | +112.2% | -14.9% | +19.8% |
| 5Y | -29.8% | +191.2% | -221.1% | -63.7% |
| All | -8.9% | +387.9% | -396.8% | -58.5% |
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