+51.4%
IGV vs DASH
-5.8%
+57.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +2.3% | -4.5% | +6.9% | +3.7% |
| 30D | -6.0% | -6.8% | +0.8% | -4.7% |
| 3M | -4.8% | -20.7% | +15.9% | +0.7% |
| 6M | +14.2% | +15.1% | -0.8% | +8.1% |
| YTD | -4.2% | -24.3% | +20.0% | +1.5% |
| 1Y | -5.3% | -12.1% | +6.9% | -3.9% |
| 3Y | +38.8% | +91.1% | -52.3% | +11.8% |
| 5Y | +14.2% | -30.3% | +44.5% | -1.3% |
| All | +51.4% | -5.8% | +57.2% | +23.7% |
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