-5.9%
DASH vs IYR
+40.4%
-46.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -10.2% | -1.2% | -9.0% | -9.0% |
| 30D | -8.2% | +6.1% | -14.3% | -13.2% |
| 3M | -15.9% | +0.9% | -16.9% | -16.4% |
| 6M | +13.3% | +1.2% | +12.1% | +11.9% |
| YTD | -21.3% | +11.1% | -32.4% | -29.8% |
| 1Y | -11.1% | +9.0% | -20.1% | -19.2% |
| 3Y | +103.8% | +41.4% | +62.4% | +32.1% |
| 5Y | -21.6% | +6.7% | -28.3% | -28.4% |
| All | -5.9% | +40.4% | -46.3% | -14.2% |
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