-12.7%
DASH vs IYR
+10.5%
-23.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.8% | +2.1% | -4.9% | -3.8% |
| 30D | -9.3% | +7.2% | -16.4% | -12.4% |
| 3M | -15.1% | +0.4% | -15.4% | -15.8% |
| 6M | +8.7% | +1.4% | +7.3% | +7.4% |
| YTD | -21.3% | +11.3% | -32.6% | -24.0% |
| 1Y | -12.7% | +10.5% | -23.1% | -15.0% |
| All | -12.7% | +10.5% | -23.1% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling