+7.4%
DASH vs IYR
+4.5%
+3.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -3.9% |
| 7D | -10.6% | -1.2% | -9.3% | -9.3% |
| 30D | +2.2% | -2.9% | +5.0% | +5.4% |
| 3M | +32.3% | +0.8% | +31.4% | +30.7% |
| 6M | +19.1% | +1.9% | +17.3% | +16.2% |
| YTD | -6.5% | +9.6% | -16.1% | -16.4% |
| 1Y | -14.9% | +8.1% | -23.0% | -22.9% |
| 3Y | +151.9% | +29.2% | +122.7% | +75.8% |
| All | +7.4% | +4.5% | +3.0% | 0.0% |
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 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