-12.1%
DASH vs IYR
+9.7%
-21.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -4.5% | +0.6% | -5.1% | -4.9% |
| 30D | -6.8% | +6.6% | -13.3% | -9.6% |
| 3M | -20.7% | -1.8% | -18.9% | -20.5% |
| 6M | +15.1% | +1.4% | +13.6% | +13.9% |
| YTD | -24.3% | +10.5% | -34.8% | -26.2% |
| 1Y | -12.1% | +10.6% | -22.8% | -14.2% |
| All | -12.1% | +9.7% | -21.9% | -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 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