+53.0%
IGV vs DASH
-2.1%
+55.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.3% | -10.2% | +9.0% | +1.7% |
| 30D | -8.1% | -8.2% | +0.1% | -6.4% |
| 3M | -1.6% | -15.9% | +14.3% | +2.4% |
| 6M | +12.7% | +13.3% | -0.6% | +7.2% |
| YTD | -3.3% | -21.3% | +18.0% | +1.4% |
| 1Y | -7.9% | -11.1% | +3.2% | -6.9% |
| 3Y | +40.3% | +103.8% | -63.4% | +11.1% |
| 5Y | +17.3% | -21.6% | +38.9% | -0.7% |
| All | +53.0% | -2.1% | +55.0% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling