-7.0%
DASH vs IYR
+5.0%
-11.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.5% |
| 7D | +0.4% | +2.0% | -1.6% | -1.3% |
| 30D | -6.0% | +8.2% | -14.3% | -13.4% |
| 3M | -15.8% | -1.7% | -14.0% | -13.8% |
| 6M | +7.0% | -0.4% | +7.4% | +7.3% |
| YTD | -20.7% | +9.9% | -30.5% | -29.1% |
| 1Y | -8.5% | +10.4% | -19.0% | -18.8% |
| 3Y | +101.8% | +38.4% | +63.3% | +27.1% |
| All | -7.0% | +5.0% | -11.9% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling