-5.8%
DASH vs IRM
+185.3%
-191.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.3% | -1.2% |
| 7D | -4.8% | -3.8% | -1.0% | -3.0% |
| 30D | -7.9% | -3.2% | -4.7% | -6.5% |
| 3M | -16.3% | -7.8% | -8.5% | -13.6% |
| 6M | +10.4% | -12.7% | +23.1% | +16.1% |
| YTD | -20.1% | +36.7% | -56.8% | -35.5% |
| 1Y | -11.4% | +10.0% | -21.5% | -19.2% |
| 3Y | +114.1% | +107.2% | +6.8% | +13.5% |
| 5Y | -5.8% | +181.6% | -187.3% | -62.5% |
| All | -5.8% | +185.3% | -191.1% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling