+7.4%
DASH vs IRM
+189.3%
-181.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.3% | -5.4% |
| 7D | -10.6% | -0.5% | -10.1% | -10.5% |
| 30D | +2.2% | -8.1% | +10.2% | +5.7% |
| 3M | +32.3% | -9.7% | +41.9% | +37.5% |
| 6M | +19.1% | +10.0% | +9.1% | +11.1% |
| YTD | -6.5% | +43.0% | -49.5% | -25.6% |
| 1Y | -14.9% | +32.7% | -47.6% | -30.0% |
| 3Y | +151.9% | +102.7% | +49.2% | +40.9% |
| All | +7.4% | +189.3% | -181.9% | -57.5% |
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