-11.3%
DASH vs IYR
+10.7%
-22.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.4% |
| 7D | -4.8% | +2.3% | -7.1% | -5.9% |
| 30D | -7.9% | +7.4% | -15.3% | -11.2% |
| 3M | -16.3% | -0.7% | -15.6% | -16.8% |
| 6M | +10.4% | +1.6% | +8.7% | +8.9% |
| YTD | -20.1% | +11.6% | -31.7% | -22.9% |
| All | -11.3% | +10.7% | -22.0% | -13.8% |
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