-5.1%
DASH vs IVZ
+87.7%
-92.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -8.0% | -1.4% | -5.2% |
| 7D | +0.5% | -6.7% | +7.2% | +4.4% |
| 30D | -7.1% | -10.9% | +3.8% | -1.2% |
| 3M | -13.2% | -14.8% | +1.6% | -5.7% |
| 6M | +8.3% | +2.4% | +5.9% | +5.4% |
| YTD | -20.6% | +5.4% | -26.0% | -24.7% |
| 1Y | -24.4% | +19.6% | -44.0% | -33.6% |
| 3Y | +94.5% | +122.4% | -27.9% | +9.1% |
| 5Y | -9.4% | +28.8% | -38.2% | -33.5% |
| All | -5.1% | +87.7% | -92.8% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling