-5.1%
DASH vs IRM
+349.2%
-354.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -11.1% | +1.7% | -4.8% |
| 7D | +0.5% | -10.9% | +11.4% | +5.6% |
| 30D | -7.1% | -9.4% | +2.4% | -3.1% |
| 3M | -13.2% | -16.4% | +3.2% | -7.0% |
| 6M | +8.3% | -18.7% | +27.0% | +16.8% |
| YTD | -20.6% | +30.1% | -50.7% | -32.5% |
| 1Y | -24.4% | +8.5% | -32.9% | -29.9% |
| 3Y | +94.5% | +88.0% | +6.5% | +25.1% |
| 5Y | -9.4% | +167.6% | -177.0% | -51.5% |
| All | -5.1% | +349.2% | -354.3% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling