-5.9%
DASH vs IVZ
+100.1%
-106.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.8% | +2.2% | -4.9% | -3.7% |
| 30D | -9.3% | -2.2% | -7.1% | -8.3% |
| 3M | -15.1% | -8.4% | -6.6% | -11.3% |
| 6M | +8.7% | +6.2% | +2.6% | +3.9% |
| YTD | -21.3% | +12.4% | -33.7% | -28.0% |
| 1Y | -12.7% | +26.0% | -38.7% | -25.5% |
| 3Y | +103.8% | +147.9% | -44.1% | +7.0% |
| 5Y | -16.8% | +38.8% | -55.6% | -41.2% |
| All | -5.9% | +100.1% | -106.1% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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