+153.0%
DASH vs IVZ
+136.1%
+16.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.0% |
| 7D | -10.6% | +0.6% | -11.2% | -10.8% |
| 30D | +2.2% | +4.0% | -1.9% | +0.6% |
| 3M | +32.3% | +18.2% | +14.1% | +23.5% |
| 6M | +19.1% | +32.8% | -13.7% | +5.6% |
| YTD | -6.5% | +28.7% | -35.3% | -16.4% |
| 1Y | -14.9% | +55.4% | -70.3% | -29.7% |
| All | +153.0% | +136.1% | +16.9% | +46.9% |
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