-4.5%
DASH vs IYR
+40.9%
-45.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.8% |
| 7D | -4.8% | +2.3% | -7.1% | -6.7% |
| 30D | -7.9% | +7.4% | -15.3% | -14.0% |
| 3M | -16.3% | -0.7% | -15.6% | -15.4% |
| 6M | +10.4% | +1.6% | +8.7% | +8.5% |
| YTD | -20.1% | +11.6% | -31.7% | -29.0% |
| 1Y | -11.4% | +10.5% | -21.9% | -20.6% |
| 3Y | +114.1% | +43.4% | +70.7% | +36.5% |
| 5Y | -5.8% | +6.8% | -12.6% | -14.3% |
| All | -4.5% | +40.9% | -45.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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