-5.9%
DASH vs IVZ
+98.5%
-104.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -10.2% | -2.8% | -7.5% | -8.9% |
| 30D | -8.2% | -2.2% | -6.1% | -7.2% |
| 3M | -15.9% | -8.1% | -7.8% | -12.3% |
| 6M | +13.3% | +3.8% | +9.5% | +9.6% |
| YTD | -21.3% | +11.5% | -32.8% | -27.7% |
| 1Y | -11.1% | +23.7% | -34.9% | -23.4% |
| 3Y | +103.8% | +145.8% | -42.0% | +7.4% |
| 5Y | -21.6% | +36.1% | -57.7% | -44.2% |
| All | -5.9% | +98.5% | -104.4% | -46.6% |
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