+103.8%
DASH vs IVZ
+150.9%
-47.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.8% | +2.2% | -4.9% | -3.3% |
| 30D | -9.3% | -2.2% | -7.1% | -8.5% |
| 3M | -15.1% | -8.4% | -6.6% | -12.5% |
| 6M | +8.7% | +6.2% | +2.6% | +5.8% |
| YTD | -21.3% | +12.4% | -33.7% | -25.5% |
| 1Y | -12.7% | +26.0% | -38.7% | -20.9% |
| 3Y | +103.8% | +147.9% | -44.1% | +33.8% |
| All | +103.8% | +150.9% | -47.1% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling